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Arbitrage opportunities will exist inwhich of the following condition?( b9 m9 i, O9 I$ n- y6 t9 h
' T" t( B2 V" p1 r+ y; nA. Two identical assets or derivativessell for different prices.
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$ n% F0 P0 Z/ Z" o: w6 r! `5 UB. Combinations of the underlying assetand a derivative earn the risk-free rate.& E* \; P" U% {" W( c
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C. Arbitrageurs simultaneously buytakeover targets and sell takeover acquirers.2 ~" \1 A# B7 l/ E! b; C1 D
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# s) A+ @/ x# o0 K' A, p e了解更多CFA通关计划. Q4 A0 X/ Z7 T& \, z I
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发表于 2015-12-10 13:49:34
