please please help I will rate. All questions pls.

10. Calculate a hedge fund's net market exposure if it is short 2.000 shares of ABC at $20 and long 3,000 shate of DEF at $19. a) 16.3% b) 29.8% c) 42.5% d) 70.1% What does it mean if a hedge fund manager uses a convertible bond arbitrage strategy and 11. the stock price does not change? The total return on the fund is zero. b) The total return on the fund is equal to the coupon cate. c) The toral return on the fund is greater than the conversion value d) The total return on the fund is lower than the dividend yield and greater than the coupon rate 12. Which of the following hedge funds is uncorrelated to market changes a) Merger arbitrage. b) Long/short equity fund. c) Dedicated short-bias fund. d) Fixed-income arbitrage fund net position that is always short? What type of hedge fund must have a) A global short fund. 13. b) A convertible arbitrage fund. c) A dedicated short-bias fund. d) A fixed income arbitrage fund