非均衡举例 Disequilibrium Example ■卖空组合 Short portfolio c 用资金构建一个均衡风险高收益的组合D D与A和无风险资产相比 Use funds to construct an equivalent risk higher return portfolio d D is comprised of a Risk-Free Asset 百分之一的套利 Arbitrage profit of1% 12-1012-10 非均衡举例 Disequilibrium Example 卖空组合C Short Portfolio C 用资金构建一个均衡风险高收益的组合D -D与A和无风险资产相比 Use funds to construct an equivalent risk higher return Portfolio D. – D is comprised of A & Risk-Free Asset 百分之一的套利Arbitrage profit of 1%