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NO.PZ2024020101000016 问题如下 Liu is Johnson’customer,he want to a hee funto her portfolio, she is particularly interestein opportunistic hee funstrategies. Liu states thhe prefers opportunistic hee funstrategies with high leverage, high liquity, anexhibit right-tail skewness.Whiopportunistic hee funstrategy meets Liu’s preferences? A.Only globmacro B.Only managefutures C.Both globmacro anmanagefutures C is correct. Liu states thhe prefers opportunistic hee funstrategies thuse high leverage, have high liquity, anexhibit right-tail skewness. The two most common opportunistic hee funstrategies are globmacro anmanagefutures. Both globmacro anmanagefutures are highly liqui Further, returns of managefutures strategies typically exhibit positive right-tail skewness in perio of market stress, whereglobmacro strategies have liveresimilversification in sustress perio but with more heterogeneous outcomes. Globmacro anmanagefutures strategies calso use high leverage, either through the use of futures contracts, in whihigh leverage is embee or through the active use of options, whias naturelements of leverage anpositive convexity. he prefers opportunistic hee funstrategies with high leverage, high liquity, anexhibit right-tail skewnessGlobmacro没有右偏的特性,为什么也能选入?