NO.PZ2018062007000016
问题如下:
Arbitrage opportunity most likely happens in the situation that:
选项:
A.
large price difference exists.
B.
difficult to buy or sell the asset
C.
transaction costs exceed the benefits.
解释:
A is correct.
An arbitrage opportunity exists when price differential large enough to overcome the costs, if the costs exceed the benefit, there is no need to exploit arbitrage opportunities.
B is incorrect because it is hard for traders to realize the profit if the asset is illiquid.
适合套利的条件包括:有价差存在,易于做多及做空,较低的交易成本。
选项中只有A是符合要求的。
AB的主要区别在哪里呢