NO.PZ201909300100000103
问题如下：
3 To fill the remaining portion of the ABC order, Yellow is using:
选项：
A.an arrival price trading strategy.
a TWAP participation strategy.
a VWAP participation strategy.
解释：
A is correct.
Given the trade urgency of the order, the very liquid market for ABC shares, and the small order size relative to ABC’s expected volume, Yellow is using an arrival price trading strategy that would attempt to execute the remaining shares close to market prices at the time the order is received.
arrival price是下单那天的市场价格吗？
