NO.PZ2016071602000022
问题如下：
The Big Bucks hedge fund has the following description of its activities. It uses simultaneous long and short positions in equity with a net beta close to zero. Which of the following statements about Big Bucks is/are correct?
I. It uses a directional strategy.
II. It is a relative value hedge fund.
III. This fund is exposed to idiosyncratic risks.
选项：
A.I and II
B.II and III
C.I and III
D.II only
解释：
B is correct. This fund has zero beta, so is a relative value fund. It is, however, exposed to idiosyncratic, stock-specific risk.
老师这道题里面表述1不选，我是通过选项排除法选出来的，所以想问一下什么样的算赌方向的那种策略？只有long或者只有short的头寸，这样算directional strategy吗？
