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Arbitrage opportunities will exist inwhich of the following condition?7 x# g% g9 m3 t5 k6 |/ e1 N% N
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A. Two identical assets or derivativessell for different prices.
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( j& m8 a% C( ?0 L% f- ~& i) h/ }' lB. Combinations of the underlying assetand a derivative earn the risk-free rate.
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C. Arbitrageurs simultaneously buytakeover targets and sell takeover acquirers.( v8 i1 V, G* L6 I1 @, z
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了解更多CFA通关计划1 k* E3 n* B3 {, M% F" ], l$ d" w. X1 H
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发表于 2015-12-10 13:49:34
