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| The only thing that would give it away in that case would be the 3 month holding period. The only time I have seen it used is when they are looking for you to equitize/make synthetic cash in the portfolio. If you construct it this way your return will be the risk free rate over a 3 month time horizon. I agree, this is confusing though. |
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发表于 2011-7-13 01:52
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