Question
for a paired trade to be effective in a long-short portfolio it is desirable to have A. different asset class securities on either end of
for a paired trade to be effective in a long-short portfolio it is desirable to have
A. different asset class securities on either end of the pair
B. high correlation between the elements of the pair
C. a zero correlation between the elements of a pair
D. very negative correlation between the elements of the pair
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Bond Markets Analysis And Strategies
Authors: Frank J.Fabozzi
7th Edition
0136078974, 978-0136078975
