问题如下：
Matt makes the following statements about investing with long-only managers:
Statement 1 A long-only portfolio puts a firm floor on how much an investor can win.
Statement 2 A long-only portfolio generally allows for greater investment capacity than other approaches, particularly when using strategies that focus on large-cap stocks.
Which of Matt’s statements regarding investing with long-only managers is correct?
选项：
A. Only Statement 1
B. Only Statement 2
C. Both Statement 1 and Statement 2
解释：
B is correct.
考点：Long/Short, Long Extension, And Market-neutral
解析：表述1错在投资者不是为收益设定底线，而是为损失设定了底线。因为股票价格可以跌到的最低水平为零，而上涨空间是无限的，因此，只做多的投资者最大可能损失的金额就等于股票的初始投资。
statement 2也不对吧？我看了之前助教的解答 说因为long/short很多股票借不到受限 所以investment capacity不如long only。但是long only相当于不论什么股票都不能short啊，不是比long/short只是部分股票不能short更局限吗？ 课上讲的例题答案里也写了，long only investor is limited in his ability to short，因此TC偏低。既然如此investment capacity不应该是最大吧？