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moon · 2019年09月21日

问一道题:NO.PZ2016071602000022

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


I 为什么不对吖?

1 个答案

品职答疑小助手雍 · 2019年09月23日

同学你好,directional strategy指的是要赌市场方向或者趋势的策略。

这个beta都等于0了,就不随市场的变动而变动了,所以不是

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