在美国接到一个公司面试题，求牛人指点！！！

10楼正解！

I think you have to collect some empirical data and form certain portfolios as mentioned above, then calculate all the hedge ratios and costs associated with it, then the p&l under each senario, before drawing any conclusions. The answer itself does not matter, the key is you have to do something to show your strength.

Btw, one can not assert VIX hedging is the best, you have to prove it!!

对，他电话里是让我去Yahoo Finance下载相关数据。 10# phill