问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
请问为什么是高序列相关呢？
NO.PZ2016071602000027 问题如下 Risk management of hee fun hchallenges not generally facein trationinvestment management companies. Whiof the following statements are correabout hee funrisk management?I. Because hee fun chollong anshort positions, ancuse rivatives anleverage, their exposure to market risks cexperienlarge anrapichanges thmake it fficult to assess these exposures using only monthly returns.II. Many hee fun use over-the-counter rivatives, whiare valuemols or quoteprices anoften holilliquiassets; a result, the returns of these strategies generally exhibit mulower sericorrelation thmutufunreturns.III. For hee funstrategies thuse leverage to amplify returns anrely on their ability to move out of tras quickly when they turn against them, liquity risk must closely monitoreanmanageIV. Hee funreturns are often similto the return of a basket of exotic rivatives with nonlinepayoffs, antherefore assessing risk baseon past performancmisleang. A.I，II，III，anIV B.I，III，anIV C.I anIII II anIV B is correct. Statements I., III., anIV. are correct. Statement II. is false because illiquiassets create higher sericorrelation. 请问一下hee fun在otc么？
why 第一条 only use monthly return 是正确的呢？ 有条件不能ily weekly吗？
请问老师能一下最后一个的意思和逻辑吗？谢谢！
