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akauw · 2020年06月02日

问一道题:NO.PZ2020012001000028

问题如下:

Give two examples of situations where an investor might want to use stock index futures.

选项:

解释:

Possible examples: an investor wants to be out of the market for a period; an investor wants to change the beta of his or her portfolio; an investor specializes in picking stocks but does not want an exposure to the return on the market portfolio.

an investor specializes in picking stocks but does not want an exposure to the return on the market portfolio.  老师最后一句话怎么理解,股指期货是无法锁定特定风险的吧?

1 个答案
已采纳答案

品职答疑小助手雍 · 2020年06月03日

嗨,从没放弃的小努力你好:


最后一句话的意思是,一般个股是包含了系统风险和非系统风险的,可以通过short股指期货把系统性风险对冲掉。


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