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CFA Institute Sustainable-Investing Exam Syllabus Topics:
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CFA Institute Sustainable Investing Certificate (CFA-SIC) Exam Sample Questions (Q188-Q193):
NEW QUESTION # 188
When using mean-variance optimization (MVO) models, ESG-related issues most likely:
- A. Have the potential to add new sub-asset classes
- B. Have no impact on model assumptions about expected return and volatility
- C. Would be inappropriate for expanding regional asset mixes
Answer: A
Explanation:
ESG factors can create new sub-asset classes(e.g.,green bonds, impact investing funds) that affectrisk-return trade-offs in mean-variance optimization (MVO) models.
MVO assumes that ESG factors can impact risk-adjusted returns, meaning ESG data can influenceasset weightings and expected volatility.
Regional asset mixes (B) are still relevant for ESG investing, and ESG factorsdo impact expected returns and volatility (C).
Reference:
CFA Institute ESG Portfolio Optimization Framework
MSCI ESG Risk-Adjusted Return Analysis
Principles for Responsible Investment (PRI) Guide to ESG Factor Integration
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NEW QUESTION # 189
Which of the following ESG factors has the clearest link to corporate financial performance?
- A. Social
- B. Governance
- C. Environmental
Answer: B
Explanation:
Governance has the clearest and most direct link to corporate financial performance, as strong governance practices help reduce risk, improve decision-making, and lead to more sustainable long-term growth. (ESGTextBook[PallasCatFin], Chapter 5, Page 236)
NEW QUESTION # 190
The launch of the European Green Deal in 2020 is intended to:
- A. Mobilize €372 billion across the European Union, of which 30% will contribute to climate objectives.
- B. Reduce greenhouse gas emissions in the European Union by 55% by 2030.
- C. Make the European Union climate neutral by 2050.
Answer: C
Explanation:
The European Green Deal's primary goal is to make the EU climate neutral by 2050 (Option A), meaning:
Net-zero greenhouse gas emissions by 2050.
Massive investment in renewable energy and clean technology.
Option B (55% emission reduction by 2030) is an intermediate milestone, not the main goal.
Option C (€372 billion mobilization) refers to the EU Recovery Plan but is not the core objective.
Reference:
European Commission: The European Green Deal (2020)
EU Climate Law & Fit for 55 Package
PRI Overview of EU Green Finance Policies
NEW QUESTION # 191
All else equal, a higher discount rate applied to a company's discounted cash flow (DCF) analysis will lead to:
- A. a lower estimate of intrinsic value
- B. the same estimate of intrinsic value
- C. a higher estimate of intrinsic value
Answer: A
Explanation:
A higher discount rate applied to a company's discounted cash flow (DCF) analysis will lead to a lower estimate of intrinsic value.
Higher discount rate: The discount rate is used to calculate the present value of future cash flows. A higher discount rate reduces the present value of those cash flows.
Intrinsic value: The intrinsic value of a company is the sum of the present values of its expected future cash flows. As the discount rate increases, the present values decrease, resulting in a lower estimate of intrinsic value.
Reference:
CFA ESG Investing Principles
Standard finance and valuation textbooks explaining DCF analysis
NEW QUESTION # 192
Scope 3 carbon emissions are accounted for under:
- A. Both the UK Task Force on Climate-related Financial Disclosures (TCFD) and the European Union's (EU) Sustainable Finance Disclosure Regulation (SFDR)
- B. The UK Task Force on Climate-related Financial Disclosures (TCFD) only
- C. The European Union's (EU) Sustainable Finance Disclosure Regulation (SFDR) only
Answer: A
Explanation:
Scope 3 carbon emissions, which include indirect emissions from the entire value chain (e.g., suppliers and customers), are accounted for under both the UK Task Force on Climate-related Financial Disclosures (TCFD) and the European Union's Sustainable Finance Disclosure Regulation (SFDR). These frameworks guide companies in reporting and managing all relevant emissions, beyond direct operations.ESG Reference: Chapter 3, Page 133 - Environmental Factors in the ESG textbook.
NEW QUESTION # 193
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