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CHNLOVED · 2023年08月21日

为什么不是short HG and buy JL?

NO.PZ2023032701000006

问题如下:

Hartmann is reviewing some possible trades for three stocks in the health care industry based on a pairs-trading strategy. Hartmann’s evaluations are as follows:

HG Health is 15% overvalued.

Corgent Cell Sciences is 10% overvalued.

Johnson Labs is 15% undervalued.

Based on his trading strategy, which of the following should Hartmann recommend?

选项:

A.

Short HG Health and Corgent Cell Sciences

B.

Buy Johnson Labs and Corgent Cell Sciences

C.

Buy Johnson Labs and short Corgent Cell Sciences

解释:

Pairs trading involves buying an undervalued stock and shorting an overvalued stock in the same industry. Hartmann should buy Johnson Labs (15% undervalued) and short Corgent Cell Sciences (10% overvalued).

为什么不是short HG and buy JL?

1 个答案

王园圆_品职助教 · 2023年08月21日

同学你好,你说的这种peer trading 交易也可以的,问题是选项没有这个选项,所以才没法选哦