|
|
Arbitrage opportunities will exist inwhich of the following condition?- c" h3 b2 w- V5 b' n9 b- I
* a/ s( H+ W9 h5 _' R
A. Two identical assets or derivativessell for different prices.
, w; W) ^' _6 a9 p7 `: w: T: }) d
/ l1 m6 i6 ?1 [9 N2 fB. Combinations of the underlying assetand a derivative earn the risk-free rate./ F- [3 Q! J& f7 ]8 A4 j7 K
: h a+ D) p% C l/ j% ~1 l* y0 \+ s+ m
C. Arbitrageurs simultaneously buytakeover targets and sell takeover acquirers.
+ l( ~( C8 s3 q/ R" d6 y/ P$ _9 f4 l7 ? S( l+ g9 J$ c
9 I' {' A0 r: x
* b, F/ h4 T* p: p! D
( ^" m6 i) p, ~, X7 Y了解更多CFA通关计划
+ G8 ^6 s7 |; O# S* J m0 E4 |' V% l7 W: {( n( [
|
|
[复制链接]
发表于 2015-12-10 13:49:34
