Tentamen (uitwerkingen)
CFA 58: Basics of Derivative Pricing and Valuation
- Vak
- Instelling
An arbitrage opportunity is least likely to be exploited when: one position is illiquid. the price differential between assets is large. the investor can execute a transaction in large volumes. Correct answer- A is correct. An illiquid position is a limit to arbitrage because it may be difficul...
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