题目
Which type of hedge fund focuses on isolating mispricings in foreign exchange markets?
选项
A.Fixed income arbitrage hedge funds.
B.Global macro hedge funds.
C.Managed futures hedge funds.
D.Convertible arbitrage hedge funds.
答案
B
解析
Global macro fundsfocus on finding mispricings at the level of the global macro economy. Theymaterialize in foreign exchange pricing and interest rates. Fixed incomearbitrage funds focus on various mispricings with fixed-income securities.Managed futures funds focus on forecasting commodity prices. Convertiblearbitrage funds focus on valuing convertible bonds. 全球宏观基金专注于发现全球宏观经济层面的错误定价。它们体现在外汇、定价和利率上。固定收益套利基金关注固定收益证券的各种错误定价。管理的期货基金专注于预测商品价格。可转换套利基金关注可转换债券的估值。