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ysr1990 · 2020年10月21日

问一道题:NO.PZ2016071602000026

问题如下:

Investors should insist on learning about the positions of hedge funds because

选项:

A.

They want to trade ahead of the hedge fund.

B.

They do not understand the trading strategies behind the positions.

C.

They want to aggregate the risk of hedge funds with the rest of their portfolio.

D.

They receive the information from the prime broker anyway.

解释:

C is correct. Risk aggregation is an important reason for investors to learn about the positions of their investments in hedge funds. Answer a. is incorrect because front-running the hedge fund would be a reason not to disclose position information. Answer b. is incorrect because misunderstanding the trading strategies would be a reason not to require position information. Answer d. is incorrect because they do not receive position information from the prime broker.


b我觉得是对的,不懂所以才要去学习了解,了解清楚了才能决定下一步的投资策略,比如要继续持有还是决定赎回啊

1 个答案

小刘_品职助教 · 2020年10月22日

同学你好,

这道题不是一个客观的考察,有点偏主观理解了,建议不用过分纠结。

题目问的是不断了解对冲基金头寸的原因主要是希望能够了解标的的分布决定自己组合其余部分的资产配置,达成投资策略。B选项从题目解释来说,是因为不了解头寸背后的策略所以需要了解对冲基金的具体头寸有点牵强了,因为你连策略都不了解,了解头寸就更没必要了。