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.
比如在现实中的应用。谢谢!