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Which of the following statements regarding the long-short hedge portfolio approach is correct? a. One of the shortcomings of the long-short hedge portfolio approach is

Which of the following statements regarding the long-short hedge portfolio approach is correct?

a. One of the shortcomings of the long-short hedge portfolio approach is that this approach ignores some information we have. b. The long-short hedge portfolio approach is easy to construct c. The long-short hedge portfolio approach can only construct t he SMB portfolio. d. None of above

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