Statement 1 Equity market-neutral strategies use a relative value approach.
Statement 2 Event-driven strategies are not exposed to equity market beta risk.
Statement 3 Opportunistic strategies have risk exposure to market directionality.
Which of the IC member’s statements regarding hedge fund strategies is incorrect?
A Statement 1 B Statement 2 C Statement 3
答案：B
为什么说Equity market neutral use the relative value approach？
