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A ‘market-neutral’ trading strategy is one that:

a. makes money so long as the market return is insignificantly different from zero.

b. makes money primarily when there are large swings in the market.

c. has returns which are negatively correlated with market returns.

d. has returns which are uncorrelated with market returns.

Financial Management, Finance

  • Category:- Financial Management
  • Reference No.:- M92312510

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