LS最吸引的点是什么？

NO.PZ2022062601000029问题如下 Jamakes the following statement regarng equity-relatehee funmanagers:Statement 1The most attractive feature of long-short stomanagers is ththey have lower beta sensitivity to the equity market compareto long-only equity managers.Statement 2: Compareto long-short or equity market neutrstrategies, cateshort-bimanagers typically benefit from higher levels of leverage anmore frequent use of leverage.Statement 3: The equity market - neutrmanagers mhave a high level of versification anturnover.Whistatement is most likely correin Jack's statement about storelatehee funmanagers? A.Statement 1B.Statement 2C.Statement 3 C is correct. Jacorrectly pointeout thequity market–neutrmanagers mhave high levels of versification anturnover.A is incorrect. Although a lower beta to equity markets is a characteristic of long–short managers, it is not one of the attractive features of long–short strategies. If investor wishes to have exposure to a strategy with lower equity bet there is a cheaper wto achieve this goonly going long.B is incorrect. cateshort-bimanagers typically have low levels of leverage.知识点考察Equity StrategiesA 不正确。long–short equity managers的特点之一是低β，但不是其相对于long-only最有有吸引的地方。因为要减少β，可以通过减少long-only得持仓来达到目的。B 不正确。cateshort-bimanagers通常是较低的杠杆率。毕竟做空风险高，再加杠杆会加大风险。 C 是正确的。market–neutrmanagers可能具有高水平的多元化和周转率。 能不能一下为什么equity neutral会有更高的分散化和周转率呢，我不太理解，谢谢

NO.PZ2022062601000029 问题如下 Jamakes the following statement regarng equity-relatehee funmanagers:Statement 1The most attractive feature of long-short stomanagers is ththey have lower beta sensitivity to the equity market compareto long-only equity managers.Statement 2: Compareto long-short or equity market neutrstrategies, cateshort-bimanagers typically benefit from higher levels of leverage anmore frequent use of leverage.Statement 3: The equity market - neutrmanagers mhave a high level of versification anturnover.Whistatement is most likely correin Jack's statement about storelatehee funmanagers? A.Statement 1 B.Statement 2 C.Statement 3 C is correct. Jacorrectly pointeout thequity market–neutrmanagers mhave high levels of versification anturnover.A is incorrect. Although a lower beta to equity markets is a characteristic of long–short managers, it is not one of the attractive features of long–short strategies. If investor wishes to have exposure to a strategy with lower equity bet there is a cheaper wto achieve this goonly going long.B is incorrect. cateshort-bimanagers typically have low levels of leverage.知识点考察Equity StrategiesA 不正确。long–short equity managers的特点之一是低β，但不是其相对于long-only最有有吸引的地方。因为要减少β，可以通过减少long-only得持仓来达到目的。B 不正确。cateshort-bimanagers通常是较低的杠杆率。毕竟做空风险高，再加杠杆会加大风险。 C 是正确的。market–neutrmanagers可能具有高水平的多元化和周转率。 请问呢一下，上面的表格，关于这个投资策略，非常tail 的信息，是哪里摘出来的？ 有没有类似的，全部的关于Hee Fun别的产品的类似的， 很tail 的说明？

NO.PZ2022062601000029 问题如下 Jamakes the following statement regarng equity-relatehee funmanagers:Statement 1The most attractive feature of long-short stomanagers is ththey have lower beta sensitivity to the equity market compareto long-only equity managers.Statement 2: Compareto long-short or equity market neutrstrategies, cateshort-bimanagers typically benefit from higher levels of leverage anmore frequent use of leverage.Statement 3: The equity market - neutrmanagers mhave a high level of versification anturnover.Whistatement is most likely correin Jack's statement about storelatehee funmanagers? A.Statement 1 B.Statement 2 C.Statement 3 C is correct. Jacorrectly pointeout thequity market–neutrmanagers mhave high levels of versification anturnover.A is incorrect. Although a lower beta to equity markets is a characteristic of long–short managers, it is not one of the attractive features of long–short strategies. If investor wishes to have exposure to a strategy with lower equity bet there is a cheaper wto achieve this goonly going long.B is incorrect. cateshort-bimanagers typically have low levels of leverage.知识点考察Equity StrategiesA 不正确。long–short equity managers的特点之一是低β，但不是其相对于long-only最有有吸引的地方。因为要减少β，可以通过减少long-only得持仓来达到目的。B 不正确。cateshort-bimanagers通常是较低的杠杆率。毕竟做空风险高，再加杠杆会加大风险。 C 是正确的。market–neutrmanagers可能具有高水平的多元化和周转率。 想请问一般情况下long only不是beta比较高吗，怎么通过long only来减少beta？谢谢