题干中,这句话是否和管理期货只投资于futures等衍生品市场相矛盾,“CTA are more likely to be able to conduct profitable arbitrage trade between stock ,bond, futures, options and cash market because of differential Carrying costs between investors.”
如果这句话是正确的,那么管理期货和对冲基金在投资标的方面就没有区别了。