equitizing long/short - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-13 15:23 | 只看该作者

"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

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wake2000

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发表于 2011-7-13 15:23 | 只看该作者

I chose B - cannot underweight beyond index weight. Pretty sure this is right. THoughts?

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NakedPuts2011

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发表于 2011-7-13 15:23 | 只看该作者

but if you're long one market short the other, you're neutral, where is the equitized portion

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nannan66

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发表于 2011-7-13 15:23 | 只看该作者

i think so too....

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IAmNeil

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发表于 2011-7-13 15:23 | 只看该作者

I went A as well...must've switched between A & B a dozen times

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