老师好，请问A为什么对，B和C为什么不对，相关知识点找不到在哪了 T T
伯恩_品职助教 · 2023年08月14日
嗨，努力学习的PZer你好：
这个就是A选项的特点。
B的特点是Taking long and short positions at different points on the yield curve where the relative mispricing of securities offers the best opportunities, such as in a curve flattening or steepening, to profit.
C的特点是Involve acceptance of certain relative credit risks across different security issuers.
More volatile than exploitation of small pricing differences within sovereign debt.
知识点在Fixed-Income Arbitrage
----------------------------------------------就算太阳没有迎着我们而来，我们正在朝着它而去，加油！