NO.PZ2019012201000049
问题如下：
Tong cautions Winthrop
that there is a potential pitfall with the proposed request when it comes time
to analyze performance. She discloses to Winthrop that equity index futures
returns can differ from the underlying index, primarily because of corporate
actions such as the declaration of dividends and stock splits.
The
risk that Tong discloses regarding the equity futures strategy is most likely：
选项：
A.basis risk
currency risk
counterparty risk
解释：
Basis risk results
from using a hedging instrument that is imperfectly matched to the investment
being hedged. Basis risk can arise when the underlying securities pay
dividends, because the futures contract tracks only the price of the underlying
index. Stock splits do not affect investment performance comparisons.
如题
