|
|
Arbitrage opportunities will exist inwhich of the following condition?3 u5 r. B3 |! n
' {% @! W/ i; D5 ?+ L! m3 \A. Two identical assets or derivativessell for different prices.
$ I" Z9 |/ s1 D: Z) P- `
; ~4 ?' Q1 E5 ?B. Combinations of the underlying assetand a derivative earn the risk-free rate.
6 h. g& f/ }/ I9 ]* a
9 O i8 O) k+ p* m& W( NC. Arbitrageurs simultaneously buytakeover targets and sell takeover acquirers.
8 x8 @- v2 M; w4 u* h( z, n6 k1 [; L) T+ D" }
# a0 D" G; p4 h1 `( M8 {8 r7 [
& c I/ ~3 F- K8 Y3 n' G
) ~) @; Z5 g: [5 K+ S+ z/ r7 K5 ^. w
了解更多CFA通关计划 b9 N4 G5 A# ]. q! R" s
: b6 ?5 z4 d8 T6 }7 O9 H! H+ i
|
|
[复制链接]
发表于 2015-12-10 13:49:34
