开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

momo · 2024年01月24日

interest

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

1 个答案

pzqa35 · 2024年01月25日

嗨,努力学习的PZer你好:


A选项说的是买入一个未来会升值的股票,也就是说股票现在被低估了,未来会升值,所以是符合该策略的。

B选项说的是卖出未来会降价的股票,也就是说未来这个股票会收到外部的负面影响,那么现在它是处于一个高估的状态,未来会跌,所以卖出高估的股票,也是符合该策略的。

C选项说的是买入一个价值很低的股票,希望它未来能在破产过程中会提升价值。这个破产是一个触发型事件,会对这个股价产生影响,那么这种就是事件驱动的策略,也就是event-driven,而破产事件本身也是event-driven一个最典型的例子。

----------------------------------------------
努力的时光都是限量版,加油!

  • 1

    回答
  • 0

    关注
  • 388

    浏览
相关问题

NO.PZ2023103101000040 问题如下 Q. A funmentlong/short hee funmanager is evaluating specific securities to buila portfolio’s positions. Whiof the following is the strategy the manager woulleast likely apt? A.Long securities thhave upsi potentirelative to current pri B.Short sectors with macro tren negatively impacting the company C.Long securities thtra a significant scount, expecting increasevaluation in case of a bankrupt C is correct. Participating in a potentibankruptsituation woulcharacteristic of event-iven hee funmanager annot a funmentlong/short manager. B is incorrebecause a funmentlong/short manager woulinvest in securities expecteto exhibit high growth ancapitappreciation. C is incorrebecause a funmentlong/short manager woulshort securities in sectors thprojenegative growth. Q. A funmentlong/short hee funmanager is evaluating specific securities to buila portfolio’s positions. Whiof the following is the strategy the manager woulleast likely apt?您的回答正确答案是: CALong securities thhave upsi potentirelative to current priceB不正确Short sectors with macro tren negatively impacting the companyCLong securities thtra a significant scount, expecting increasevaluation in case of a bankruptcy

2024-08-14 00:12 1 · 回答

NO.PZ2023103101000040 问题如下 Q. A funmentlong/short hee funmanager is evaluating specific securities to buila portfolio’s positions. Whiof the following is the strategy the manager woulleast likely apt? A.Long securities thhave upsi potentirelative to current pri B.Short sectors with macro tren negatively impacting the company C.Long securities thtra a significant scount, expecting increasevaluation in case of a bankrupt C is correct. Participating in a potentibankruptsituation woulcharacteristic of event-iven hee funmanager annot a funmentlong/short manager. B is incorrebecause a funmentlong/short manager woulinvest in securities expecteto exhibit high growth ancapitappreciation. C is incorrebecause a funmentlong/short manager woulshort securities in sectors thprojenegative growth. 如题

2024-02-13 05:10 1 · 回答