invest in futures for the same amount as proceeds from short sale? (first choice i believe?)作者: IAmNeil 时间: 2011-7-13 15:23
I went A as well...must've switched between A & B a dozen times作者: nannan66 时间: 2011-7-13 15:23
i think so too....作者: NakedPuts2011 时间: 2011-7-13 15:23
but if you're long one market short the other, you're neutral, where is the equitized portion作者: wake2000 时间: 2011-7-13 15:23
I chose B - cannot underweight beyond index weight. Pretty sure this is right. THoughts?作者: Chuckrox 时间: 2011-7-13 15:23
"but if you're long one market short the other, you're neutral, where is the equitized portion"
i thought buying futures would equitize the long/short portfolio作者: pennyless 时间: 2011-7-13 15:23
B & C had the same result- Answer had to be A作者: lcai 时间: 2011-7-13 15:23
A=1st statement?作者: Unforseen 时间: 2011-7-13 15:23
equitizing a mkt neutral is basically giving it equity exposure (beta) that is doesn't have...thus buying a futures contract - don't recall which choice that was作者: canadiananalyst 时间: 2011-7-13 15:23
Oh yeah, the answer for this was A
I am talking about a different question, the difference between long/short equity and another method (can't remember)作者: Darien 时间: 2011-7-13 15:23
agree A- it asked which didn't do the job.作者: jmh530 时间: 2011-7-13 15:23
i went with A作者: thommo77 时间: 2011-7-13 15:23
ohhh, it was which didn't work?作者: Roflnadal 时间: 2011-7-13 15:23
njboe227 Wrote:
-------------------------------------------------------
> I chose B - cannot underweight beyond index
> weight. Pretty sure this is right. THoughts?
It was asking about the market neutral long-short, so it CAN underweight beyond index weight.作者: bpdulog 时间: 2011-7-13 15:23
