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Which of the following statements regarding the beta of a short extension strategy versus a market neutral strategy is most accurate? A. The beta of a short extension strategy is generally designed to be around 0 whereas the beta of a market neutral strategy is 1. B. The beta of a short extension strategy is generally designed to be around 1 whereas the beta of a market neutral strategy is 0. C. The beta of both a short extension strategy and a market neutral strategy can vary depending upon the percentage of equity exposure employed in the strategy. |