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Arbitrage opportunities will exist inwhich of the following condition?% Y( p' N: w9 D; L
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A. Two identical assets or derivativessell for different prices.
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6 y# e1 G3 R" e$ IB. Combinations of the underlying assetand a derivative earn the risk-free rate.0 } N2 ~0 d4 x, X
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C. Arbitrageurs simultaneously buytakeover targets and sell takeover acquirers.
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9 f3 ?; x$ u+ H3 P% C# j了解更多CFA通关计划
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发表于 2015-12-10 13:49:34
