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yuqijeffery · 2023年08月26日

statement 2应该是long-short吧？

  1. CFA III
  2. Equity

NO.PZ2019012201000039

问题如下：

Matt makes the following statements about investing with long-only managers:

Statement 1 A long-only portfolio puts a firm floor on how much an investor can win.

Statement 2 A long-only portfolio generally allows for greater investment capacity than other approaches, particularly when using strategies that focus on large-cap stocks.

Which of Matt’s statements regarding investing with long-only managers is correct?

选项：

A.

Only Statement 1

B.

Only Statement 2

C.

Both Statement 1 and Statement 2

解释：

B is correct.

考点：Long/Short, Long Extension, And Market-neutral

解析：表述1错在投资者不是为收益设定底线，而是为损失设定了底线。因为股票价格可以跌到的最低水平为零，而上涨空间是无限的，因此，只做多的投资者最大可能损失的金额就等于股票的初始投资。

statement 2应该是long-short吧？

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笛子_品职助教 · 2023年08月27日

嗨，努力学习的PZer你好：


statement 2应该是long-short吧？

不是。

statement2的表述应该是long-only。

因此这题选B选项。


long only才有更大的投资容量。

long -short的投资容量则限制于空头的容量。

因为long- short策略里，是必须有空头的，不能说，空头有容量限制，就不做空了。那么这部分空头，本身容量较小，这就限制了long -short的容量小。

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

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