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莉莉 · 2022年03月12日

请问选项二怎么理解

  1. CFA III
  2. Equity

NO.PZ2019012201000039

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。

请问选项二怎么理解，为什么只做多的投资组合，（比做空的投资组合）资金容量更大，这句话正确？

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1 个答案

伯恩_品职助教 · 2022年03月12日

嗨，从没放弃的小努力你好：


同学你好，因为很多市场是不能做空的，或者对做空有很多限制，只有做多基本没什么特别限制，操作的空间就更大，所以 long only的capacity更大

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