问题 单项选择题

Which of the following statements about arbitrage and market anomalies is most accurate()

A. Investors of the funds that arbitrageurs and traders use are generally too patient and fail to remove funds in a timely manner when trades go against them.

B. Arbitrageurs have more capital at their disposal than they require enabling them to pursue any security mispricing.

C. In pairs trading, where an arbitrageur purchases the underpriced security and shorts the overpriced security, stock-specific risk remains.

答案

参考答案:C

解析:

Even in pairs trading, where an arbitrageur buys the underpriced security and shorts the overpriced security, significant risk from stock-specific factors remains.

问答题 简答题
单项选择题