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土豆牛腩 · 2019年11月16日

问一道题:NO.PZ201612170200000104

* 问题详情,请 查看题干

问题如下:

4. Based on his trading strategy, which of the following should Hartmann recommend?

选项:

A.

Short HG Health and Corgent Cell Sciences

B.

Buy Johnson Labs and Corgent Cell Sciences

C.

Buy Johnson Labs and short Corgent Cell Sciences

解释:

C is correct.

Pairs trading involves buying an undervalued stock and shorting an overvalued stock in the same industry. Hartmann should buy Johnson Labs (15% undervalued) and short Corgent Cell Sciences (10% overvalued).

A。这种两个都short策略不对吗?

1 个答案
已采纳答案

maggie_品职助教 · 2019年11月17日

这道题考察的是pairs trading,就是买入低估的股票同时卖出高估的股票(该策略必须要一卖一买),请见讲义29页。