CFA Level 1 Exam: Role of Portfolio Managers in Efficient Markets

The Role of Portfolio Managers in Efficient Markets

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Question

Indie Carson, management consultant, wants to become a portfolio manager. While researching the position, she learns that obtaining the CFA Charter is very important. She decides to take the Level 1 examination this June, and begins to study. During the reading on efficient markets, she rethinks her new career choice. If markets are efficient, what is the role of a portfolio manager? Distraught, she e-mails her mentor, LaMeda Durio. Durio wants to use the occasion to help

Carson study, so she e-mails Carson the following reply (summarized in points A through D below) and asks her to identify the INCORRECT statement.

Which of the following choices does Carson select as FALSE? Assuming an efficient market, portfolio managers assist clients with:

Answers

Explanations

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A. B. C. D.

Explanation

This a "trick" question. Although portfolio managers can help clients diversify globally, they do so to reduce unsystematic risk. Systematic, or market risk, is undiversifiable.

The other statements are true. There are three ways for a portfolio manager to minimize transaction costs: reduce taxes, reduce trading volume (turnover) and minimize liquidity costs by trading relatively liquid stocks.