If ABC Inc. and XYZ Inc. have returns that are perfectly positively correlated:
A. adding XYZ Inc. to a portfolio that consists of only ABC Inc. will reduce risk.
B. adding ABC Inc. to a portfolio that includes only XYZ Inc. will increase risk.
C. adding XYZ Inc. to a portfolio that consists of only ABC Inc. will neither increase
nor decrease the risk of the portfolio.
D. adding XYZ Inc. to a portfolio that consists of only ABC Inc. will neither increase
nor decrease idiosyncratic risk but will lower systematic risk.
Answer:
An arbitrageur is someone who:
A. always takes the long position in a futures contract.
B. always takes the short position in a futures contract.
C. seeks the high returns that come from the high risk inherent in futures markets.
D. simultaneously buys and sells financial instruments to benefit from temporary price
differences.