问题
单项选择题
An investor taking a long position in commodity futures while simultaneously investing in government securities has created a:（）
A. Collateralized Commodity future position.
B. Commodity-linked equity.
C. Managed Commodity future portfolio.
答案
参考答案：A
解析：
A collateralized Commodity futures position is a viable risk-diversification strategy because Commodity has a negative correlation with stock and bond returns and a positive correlation with inflation.