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10. Calculate a hedge fund's net market exposure if it is short 2,000 shares of ABC at $20 and long 3,000 share of DEF at $19. a) 16.3% b) 29.8% c) 42.5% d) 70.1% 11. What does it mean if a hedge fund manager uses a convertible bond arbitrage strategy and the stock price does not change? a) The total return on the fund is zero b) The total return on the fund is equal to the coupon rate. c) The total 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. Which of the following hedge funds is uncorrelated to market changes? a) Merger arbitrage b) 12. Long/short equity fund. c) Dedicated short-bias fund. d) Fixed-income arbitrage fund. What type of hedge fund must have a net position that is always shorti a) A global short fund. b) A convertible arbitrage fund. c) A dedicated short-bias fund. d) A fixed income arbitrage fund. 13. 14. The primary aim of many hedge funds is to: Increase exposure to foreign investments. Minimize risk and deliver positive returns under all market conditions. Avoid cumbersome regulation. Generate the highest return possible. a) b) c) d)