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Weike · 2024年02月23日

可以解释一下A为什么不对么

NO.PZ2023112401000003

问题如下:

Which of the following statements about relative value strategies is least accurate?

选项:

A.

Relative value strategies seek to profit from a price or return discrepancy between securities based on a short-term relationship.

B.

Relative value funds are inherently structured to minimize net market risk and credit risks

C.

The investments made under a relative value strategy are all within a single asset class or sector, using assets with a sufficient price differential to arbitrage their movements to equilibrium prices.

解释:

C is correct because it is the least accurate statement. Relative value strategies often involve investments in different asset classes. A and B are true.

可以解释一下A为什么不对么

1 个答案

pzqa35 · 2024年02月26日

嗨,努力学习的PZer你好:


这道题目问的是关于relative value说法不正确的是哪一项,其中C选项是错误的,因为relative value是在不同的资产类别之间进行套利,但是题目中说的是在同一种资产类别之间进行套利,所以是错误的,因此选C。

A选项说的是relative value是利用资产之间短暂的一个价格偏离来获利,这个是正确的哈,这个本身就是relative value的一个定义。

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