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CFA Institute Sustainable Investing Certificate (CFA-SIC) Exam Sample Questions (Q169-Q174):
NEW QUESTION # 169
Which of the following is most likely the easiest to demonstrate in attributing returns to ESG-related actions?
- A. The performance drag or enhancement from excluding an industrial sector
- B. The value added by an engagement program
- C. The contribution of a particular ESG driver to the overall investment decision
Answer: A
Explanation:
The performance impact of excluding certain sectors (such as tobacco or coal) can be more easily measured by comparing the portfolio's returns to a benchmark, showing the drag or enhancement due to this exclusion. (ESGTextBook[PallasCatFin], Chapter 7, Page 319)
NEW QUESTION # 170
With respect to exclusion policies, which of the following falls outside of the traditional spectrum of responsible investment?
- A. Indices
- B. Listed equities
- C. Corporate debt
Answer: A
Explanation:
Exclusion policies in responsible investment typically focus on specific asset classes, such as listed equities and corporate debt, where investors can directly apply ethical and ESG criteria to exclude certain companies or sectors from their portfolios. Indices, however, fall outside of this traditional spectrum as they represent broader market benchmarks.
Exclusion Policies: These policies are applied to directly exclude investments in certain sectors or companies that do not meet the ethical or ESG criteria set by the investor. Common exclusions include tobacco, firearms, and fossil fuels.
Indices: Indices are used to benchmark the performance of portfolios and are typically not subject to exclusion policies. They represent a broad market or sector and include a range of companies regardless of their ESG performance. While ESG indices do exist, traditional exclusion policies do not typically apply to standard market indices.
NEW QUESTION # 171
Human rights violations are most likely to affect workers employed
- A. by first-tier suppliers to publicly traded companies
- B. by second-tier suppliers to publicly traded companies.
- C. deep within the supply chain of publicly traded companies.
Answer: C
Explanation:
Human rights violations are most likely to occur deep within the supply chain of publicly traded companies. Here's why:
First-tier Suppliers:
First-tier suppliers are those that directly supply products or services to a company. These suppliers are often under greater scrutiny from the company and external stakeholders, including auditors and regulatory bodies. Publicly traded companies typically enforce stricter compliance and monitoring mechanisms at this level.
Second-tier Suppliers:
Second-tier suppliers supply products or services to the first-tier suppliers. While there is still some level of oversight, the scrutiny diminishes as the layers in the supply chain increase. Human rights violations can occur here, but they are less frequent compared to deeper levels in the supply chain.
Deep within the Supply Chain:
Suppliers deeper within the supply chain, such as third-tier and beyond, are the least visible and have the least amount of oversight. These suppliers often operate in regions with weaker regulatory frameworks and less stringent enforcement of labor laws. Consequently, they are more prone to human rights violations, including poor working conditions, forced labor, and child labor.
Companies may not have direct business relationships with these deeper-tier suppliers, making it challenging to enforce ethical practices and human rights standards.
CFA ESG Investing Reference:
The CFA Institute's ESG curriculum highlights the importance of supply chain transparency and the risks associated with human rights violations at different levels of the supply chain. The curriculum emphasizes that deeper tiers within the supply chain are often where the mostsignificant human rights risks are found, and it encourages investors to assess and address these risks in their ESG evaluations.
NEW QUESTION # 172
After applying an upper and lower bound for an ESG variable, portfolio optimization:
- A. must be done on an absolute basis.
- B. may be done on either an absolute or a benchmark-relative basis.
- C. must be done on a benchmark-relative basis.
Answer: B
Explanation:
CFA sustainable investing materials explain that after settingupper and lower boundsfor ESG constraints (like carbon intensity or ESG scores), optimization can be carried out either:
* On an absolute basis: minimizing absolute risk/return outcomes while meeting ESG limits, or
* On a benchmark-relative basis: minimizing tracking error to a benchmark while meeting ESG constraints.Thus, ESG constraints do notrequireeither approach-theypermitboth.
NEW QUESTION # 173
The social factor most widely incorporated by institutional investors in their analysis is:
- A. health and safety.
- B. trade association.
- C. executive pay.
Answer: A
Explanation:
Health and safety is a critical social factor for institutional investors as it impacts a company's reputation, legal risks, and operational efficiency. (ESGTextBook[PallasCatFin], Chapter 4, Page 209)
NEW QUESTION # 174
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