NO.PZ2024020101000002
问题如下:
What is not the advantages of long/short equity compared to the only long equity strategy
选项:
A.added short-side exposure typically increase beta risk
B.provides an additional source of potential alpha
C.reduce portfolio volatility
解释:
Long/short equity added short-side exposure typically reduces beta risk and provides an additional source of potential alpha and reduced portfolio volatility.
long/short 策略相比纯做多得策略来说,加入了short 得头寸,这个可以降低整个头寸得beta risk,A选项说的增加beta risk是错误的。
c为啥不对 应该波动更大不是吗