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
Buy Johnson Labs and Corgent Cell Sciences
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?