官网有道题
Q. Based on the data in Exhibit 1, what strategy is the Orion portfolio manager most likely implementing?
- Taking advantage of option mispricing
- Profiting from extreme market volatility
- Going long a put on the equity net of hedging
解析里面写了这么一句话。buying a convertible bond and delta hedging the position does not equate to a long put position. 所以C不对。请问解析里面这句话是什么意思。框架图11页不是写的long convertible bond and short underlying stock(or long put options)来实施策略吗？
