CFA协会ESG考试题库第七章模拟试题二

CFA协会ESG考试题库第七章 ESG题库习题集

Chapter 7 ESG Analysis, Valuation and Integration 模拟试题11-20

11. What are some techniques discussed in the document for integrating ESG factors into investment decision-making?

a) Adjustments to financial models based on ESG assessments

b) Changes to valuation ratios

c) Active ownership strategies

d) All of the above

12. How can missing data be handled in a quantitative investment approach?

a) Ignore missing data and proceed with the analysis

b) Estimate the missing data or find a third-party data source

c) Assign a default value to the missing data

d) None of the above

13. Which business would be expected to have a higher materiality for disclosing carbon intensity?

a) Cement company

b) Software service business

c) Both have equal materiality

d) Neither has materiality for disclosing carbon intensity

14. How does a higher Future Sovereign Strength (FSS) score affect portfolio construction between two countries with equal real yields?

a) The country with the higher FSS will be favored

b) The country with the lower FSS will be favored

c) FSS does not impact portfolio construction decisions

d) None of the above

15. What are some challenges of undertaking ESG analysis across different geographic regions?

a) Divergence of ratings poses challenges for empirical research

b) Different cultural perspectives on ESG factors

c) Lack of standardized reporting across regions

d) All of the above

16. Which of the following techniques is NOT discussed for integrating ESG factors into investment decision-making?

a) Adjustments to financial models based on ESG assessments

b) Changes to valuation ratios

c) Passive ownership strategies

d) Active ownership strategies

17. How does the quantitative systematic investment manager evaluate companies for eligibility in the fund?

a) Conversion of third-party ESG scores through their own formula

b) Use of a proprietary scoring system

c) Evaluation of material environmental risks and opportunities

d) All of the above

18. What is the main benefit of integrating ESG factors into investment strategies?

a) Enhanced financial performance

b) Reduced risk

c) Improved assessment of opportunities

d) All of the above

19. What are some challenges mentioned in the document regarding ESG ratings?

a) Divergence of ratings from different raters

b) Lack of availability of ESG data

c) Limited disclosure by companies

d) All of the above

20. How does the document suggest an analyst can address missing data in a quantitative approach?

a) By estimating the missing data from a third-party source

b) By excluding companies with missing data from the analysis

c) By contacting the company for an explanation of the data’s absence

d) All of the above

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