3) Which of the following statements are true?

i) Pairs trading can be considered as a statistical arbitrage strategy.

ii) Pairs trading can be considered as market timing strategy.

iii) Pairs trading can be considered as a hedging strategy.

iv) Pairs trading can be considered as a risk-neutral strategy.

Select one:

a.

(i) True, (ii) True, (iii) False, (iv) True

b.

(i) False, (ii) False, (iii) False, (iv) False

c.

(i) True, (ii) True, (iii) True, (iv) False

d.

(i) False, (ii) True, (iii) True, (iv) False

e.

(i) True, (ii) False, (iii) False, (iv) True

f.

(i) True, (ii) False, (iii) True, (iv) False

g.

(i) True, (ii) True, (iii) True, (iv) True

h.

(i) False, (ii) True, (iii) True, (iv) True

i.

(i) False, (ii) False, (iii) True, (iv) False

j.

(i) True, (ii) False, (iii) False, (iv) False

k.

(i) False, (ii) True, (iii) False, (iv) False