Which of the following statements is correct? a. Non-directional hedge fund strategies are riskier than...
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Finance
Which of the following statements is correct?
a. Non-directional hedge fund strategies are riskier than directional ones b. Hedge funds can exploit a portable alpha strategy without changing their market exposure c. In pure plays, a hedge fund manager exploits mispricing in relative prices and knows that this mispricing will be resolved by a certain time d. When hedge funds exploit convergence value strategies, they do not know when the mispricing in relative prices will be resolved
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