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张伟丹 · 2019年01月26日

问一道题:NO.PZ2019012201000008 [ CFA III ]

问题如下图:

Statement 1后半句没理解是什么意思,是说股票出借人会失去获得股利收益的机会吗?

选项:

A.

B.

C.

解释:

1 个答案

maggie_品职助教 · 2019年02月02日

是的,这个fund是股票的出借方,它可以通过融券(securities lending)来获得额外收益,但是这个策略要求它(这个fund)要错过获得股利收益的机会。这个说法不对,fund并不会错过股利。

非常抱歉回复晚了。

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