问题如下：
Compared to a long position in Portfolio B, which of the following is correct if the same amount of money is invested in a short position in Portfolio C?
选项：
A.A short position in Portfolio C can increase the expected return.
B.A long position in Portfolio B can reduce the inflation risk exposure.
C.A short position in Portfolio C can reduce the GDP growth risk exposure.
解释：
C is correct.
考点：factor sensitivity
解析：Portfolio C的inflation factor sensitivity为0，GDP growth factor sensitivity为1.5。因此short Portfolio C会减少原有的GDP growth risk exposure，但对inflation没有影响。而Portfolio B的inflation factor sensitivity为0.2，GDP growth risk exposure为2，long Portfolio B 将同时增加GDP growth和inflation的risk exposure。无法判断预期收益率是否会增加。
老师好， 这题目没看懂，是在问什么? “Compared to a long position in Portfolio B, which of the following is correct if the same amount of money is invested in a short position in Portfolio C? 翻译过来是这样的吗: "和购买B组合比较起来，如果用户同样金额的钱去卖组合C 下面哪个是正确的？"
是说找到选项里哪一个 和购买组合B 一样? 知道买一个pure factor 可以增加那个风险因子的risk exposure, sell one pure factor 可以减少那个风险因子的risk exposure. 题目没有看懂。 麻烦解释一下 。 谢谢。
