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Arbitrage opportunities will exist inwhich of the following condition?5 E+ j" u+ [/ l3 u2 D
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A. Two identical assets or derivativessell for different prices. `! L! t: n" c8 |3 F& A( D
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B. Combinations of the underlying assetand a derivative earn the risk-free rate.
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9 ~; E) [$ f, p- W8 r8 `3 ` x \C. Arbitrageurs simultaneously buytakeover targets and sell takeover acquirers.* I J$ J' ^- o0 q+ V8 U
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& D: k" A8 P; z1 Z了解更多CFA通关计划2 \. \7 n# l e a
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发表于 2015-12-10 13:49:34
