百题金诚里的一道题28 marketrisk

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28. In May of 2005, several large hedge funds had speculative positions in the collateralized debt obligations (CDOs) tranches. These hedge funds were forced into bankruptcy due to the lack of understanding of correlations across tranches. Which of the following statements best describes the position held by hedge funds at this time and the role of changing correlations? Hedge funds held a:
A.Long equity tranche and short mezzanine tranche when the correlations in both tranches decreased.
B. Short equity tranche and long mezzanine tranche when the correlations in both tranches decreased.
C. Short senior tranche and long mezzanine tranche when the correlations in the mezzanine tranche increased.
D. Long senior tranche and short mezzanine tranche when the correlations in the mezzanine tranche increased.


答案是，d。我觉得是B

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关键词：market marke Mark Risk Mar statements describes following position several