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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。

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努力的时光都是限量版,加油!

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