NO.PZ2023103101000040
问题如下：
Q. A fundamental long/short hedge fund manager is evaluating specific securities to build a portfolio’s positions. Which of the following is the strategy the manager would least likely adopt?选项：
A.Long securities that have an upside potential relative to current price B.Short sectors with macro trends negatively impacting the company C.Long securities that trade at a significant discount, expecting an increased valuation in case of a bankruptcy解释：
C is correct. Participating in a potential bankruptcy situation would be characteristic of an event-driven hedge fund manager and not a fundamental long/short manager. B is incorrect because a fundamental long/short manager would invest in securities expected to exhibit high growth and capital appreciation. C is incorrect because a fundamental long/short manager would short securities in sectors that project negative growth.
a,b怎么翻译，c为什么错
