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equitizing long/short

invest in futures for the same amount as proceeds from short sale? (first choice i believe?)

A

Dont have to change strategic asset allocation

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njboe227 Wrote:
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> 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.

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ohhh, it was which didn't work?

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i went with A

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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)

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agree A- it asked which didn't do the job.

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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

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A=1st statement?

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B & C had the same result- Answer had to be A

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