微信扫一扫
实时资讯全掌握
|
An investor has a $5,000,000 investment in small-cap stocks. The investor enters into an equity index swap where the investor pays the return on the Russell 2000 and receives the return on the Dow Jones Industrial Average. The notional principal of the swap is $1 million. The resulting position is a synthetic mix of: A. 16.67% large stocks and 83.33% small stocks. B. 25% large stocks and 75% small stocks. C. 20% large stocks and 80% small stocks. |