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HL · 2022年04月14日

套利为什么能对两项资产?超出认知了

NO.PZ2016031201000015

问题如下:

Arbitrage opportunities exist when:

选项:

A.

two identical assets or derivatives sell for different prices.

B.

combinations of the underlying asset and a derivative earn the risk-free rate.

C.

arbitrageurs simultaneously buy takeover targets and sell takeover acquirers.

解释:

A is correct.

Arbitrage opportunities exist when the same asset or two equivalent combinations of assets that produce the same results sell for different prices. When this situation occurs, market participants would buy the asset in the cheaper market and simultaneously sell it in the more expensive market, thus earning a riskless arbitrage profit without committing any capital.

B is incorrect because it is not the definition of an arbitrage opportunity. C is incorrect because it is not the definition of an arbitrage opportunity.

中文解析:

套利指的是不花自己一分钱且不承担任何风险的情况下可以获得收益。

A选项:当产生相同结果的同一资产或两种等价资产组合以不同价格出售时,就存在套利机会。当这种情况发生时,市场参与者会在价格较低的市场买入资产,同时在价格较高的市场卖出资产(低买高卖),从而在不投入任何资金的情况下获得无风险的套利利润。

如题

1 个答案

Lucky_品职助教 · 2022年04月14日

嗨,爱思考的PZer你好:


我们举个通俗易懂的例子,收取国内买家的预付款,在欧洲低价买入奢侈品包包,拿到国内卖,赚取差价,这就是无风险套利~这里的两项资产并不是说两项不同资产,而是指两个同样价值的资产,比如在欧洲卖的某个奢侈品包,和在国内卖的同款奢侈品包,本质是一样的,但如果售价不一致,就存在套利空间


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