Derivatives Based Approaches 中第二题, 关于 basis risk
- 题目中说 equity index futures returns can differ from the underlying index, primarily because of corporate actions such as declaration of dividends and stock splits.
- 答案解释的最后一句说: Stock splits do not affect investment performance comparisons
上面两点有冲突么?应该怎么理解答案解释中的这句话?