HOW SHOULD STRIPES RESPOND TO QUESTION 2 OF BUTT

40. - CFA 2018 EXAM LEVEL 3 DA4387 LEVEL III CFA MOCK EXAM 2018 AFTERNOON A
CFA 2018 EXAM LEVEL 3 DA4387 LEVEL III CFA MOCK EXAM 2018 AFTERNOON A

40. How should Stripes respond to question 2 of Butt?

A. Long the small‐cap manager, short a small‐cap future, buy a large‐cap future.

B. Long the small‐cap manager, buy a small‐cap future, short a large‐cap future.

C. Short the small‐cap manager, buy a small‐cap future, short a large‐cap future.