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NO.PZ2020012005000044 问题如下 Whiof the following statements regarng inx arbitrage is correct?I.If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. II.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.III.If inx futures priis less thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. IV.If inx futures priis greater ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position. A.I, II B.III，IV C.II，IV None of these statements is correct. If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.Only statements I anII are correct. 一和二这个说法是不是应该加上买入（or卖出）并持有现货，让他们时间上一致呢，老师？

NO.PZ2020012005000044问题如下 Whiof the following statements regarng inx arbitrage is correct?I.If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. II.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.III.If inx futures priis less thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. IV.If inx futures priis greater ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.A.I, IIB.III，IVC.II，IVNone of these statements is correct.If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.Only statements I anII are correct.第一个情况 市场价比理论值高，那么他未来市场价应该向理论值回归，也就是下跌对么？ 那么采取的行动不应该是现在卖掉，后面等他跌了再买回来吗？为什么答案是先买后卖呢？

NO.PZ2020012005000044 问题如下 Whiof the following statements regarng inx arbitrage is correct?I.If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. II.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.III.If inx futures priis less thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. IV.If inx futures priis greater ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position. A.I, II B.III，IV C.II，IV None of these statements is correct. If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.Only statements I anII are correct. theoreticvalue 中文理解成现值吗？spot price

NO.PZ2020012005000044问题如下Whiof the following statements regarng inx arbitrage is correct?I.If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. II.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.III.If inx futures priis less thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures. IV.If inx futures priis greater ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position. A.I, II B.III，IV C.II，IV None of these statements is correct.If inx futures priis greater thits theoreticvalue, arbitrageur cbuy the portfolio of stocks unrlying the inx ansell the futures.If inx futures priis less ththe theoreticprice, the arbitrageur cshort the stocks unrlying the inx antake along futures position.Only statements I anII are correct.老师好请问低买高卖针对的是futures 对吧，我以为是标的资产