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橙子 · 2018年02月19日

问一道题:NO.PZ2015121801000133 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


A选项什么意思,为什么不对?不是为了套利么?

1 个答案
已采纳答案

李宗_品职助教 · 2018年02月24日

你好童鞋,你对TAA的定义可能存在误区,TAA会偏离SAA以抓住一些特定的市场机会。但是,TAA并不是为了主动挖掘资产大类间的套利机会,当然如果这种机会存在TAA会扑捉到。


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