1. If Alice wants to construct a hedging strategy via optimization, which of the following statements is/are true? Select all that apply. Alice should specify whether short position is allowed by constraints. Alice does not need to specify short position, since long-only strategy will generate the same result as strategy allowing short positions. O Alice should use the positions in each portfolio as variables.

1. If Alice wants to construct a hedging strategy via optimization, which of the following statements is/are true? Select all that apply. Alice should specify whether short position is allowed by constraints. Alice does not need to specify short position, since long-only strategy will generate the same result as strategy allowing short positions. O Alice should use the positions in each portfolio as variables.

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

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