NO.PZ2023101902000064
问题如下：
Rick Faircloth, a general partner and portfolio manager with Faircloth Funds, is considering ways in which his company can profit from illiquidity risk premiums. He has studied several alternative methods for harvesting illiquidity risk premiums. Which of the following strategies might Faircloth implement that will likely have the greatest effect on portfolio returns?选项：
A.Acting as a market maker for individual securities. B.Choosing the most illiquid assets within an asset class, even if the asset class is generally considered to be liquid. C.Allocating a portion of a portfolio to illiquid asset classes. D.Using dynamic factor strategies at the aggregate portfolio level.解释：
