Convertible bond arbitrage是哪个分类下的策略？

问题如下：

Bern Zang is the chief investment officer of the Janson University Endowment Investment Office, and he currently seeks to increase the Fund’s allocation to hedge funds. At a meeting with the Fund’s board of directors, the board mandates Zang to invest only in event-driven hedge fund strategies.Which of the following strategies under consideration by Zang is permitted given the board’s mandate?

选项：

A.Dedicated short bias B.Merger arbitrage C.Convertible bond arbitrage

解释：

A merger arbitrage hedge fund strategy is an example of an event-driven strategy, which is permitted under the board’s mandate. Event-driven hedge fund strategies focus on corporate events, such as governance events, mergers and acquisitions, bankruptcy, and other key events for corporations. Merger arbitrage involves simultaneously purchasing and selling the stocks of two merging companies to create“riskless” profits.

本题考察的是对冲基金策略的一个分类，题目中要求是event-driven策略，那么只有B选项并购套利策略属于event-driven策略。A是equity策略，C是relative value策略。