Question 1

Weighted-average carbon intensity and attributed emissions of sovereign debt most likely measure ESG exposures at the:

Options :

A : country level.

B : security level.

C : portfolio level.

Answer: C

Question 2

The rules that can be used to construct ESG exchange-traded funds (ETFs) include:

Options :

A : Thematic investing, only

B : Tilting weightings based on ESG scores, only

C : Both thematic investing and tilting weightings based on ESG scores

Answer: C

Question 3

In which country is the proposal of shareholder resolutions most common?

Options :

A : UK

B : US

C : Australia

Answer: B

Question 4

A challenge to quantitative approaches to ESG integration is that:

Options :

A : research from third-party data providers is relatively unsophisticated.

B : most available data is from third-party research and is undifferentiated.

C : ESG factors are correlated with existing factors such as value and momentum.

Answer: C

Question 5

Among ESG data and research providers, traditional providers tend to:

Options :

A : Be highly automated.

B : Focus on small and less-covered companies.

C : Have a broader product offering and research focus.

Answer: C