微信扫一扫
实时资讯全掌握
|
A portfolio manager has a net long position in both stocks and bonds and no cash. When pre-investing a future cash inflow, to replicate the existing portfolio, using bond and stock futures, which of the following statements is most accurate? The manager will: A. go long the stock futures but short the bond futures. B. have to choose a single futures contract and net the bond and stock position. C. go long both stock and bond futures. |