NO.PZ2023103101000040
问题如下:
Q. A fundamental long/short hedge fund manager is evaluating specific securities to build a portfolio’s positions. Which of the following is the strategy the manager would least likely adopt?选项:
A.Long securities that have an upside potential relative to current price B.Short sectors with macro trends negatively impacting the company C.Long securities that trade at a significant discount, expecting an increased valuation in case of a bankruptcy解释:
C is correct. Participating in a potential bankruptcy situation would be characteristic of an event-driven hedge fund manager and not a fundamental long/short manager. B is incorrect because a fundamental long/short manager would invest in securities expected to exhibit high growth and capital appreciation. C is incorrect because a fundamental long/short manager would short securities in sectors that project negative growth.
a,b怎么翻译,c为什么错