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5.In the Figure below, should we go Long or Short Dispersion? Justify your answer briefly! Index Performance 07 t06 05 d 04 a 03 02

5.In the Figure below, should we go Long or Short Dispersion? Justify your answer briefly!

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Index Performance 07 t06 05 d 04 a 03 02 01 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Stock number Index Performance 07 t06 05 d 04 a 03 02 01 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Stock number

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