Phyllis2020-05-30 18:18:37

Which of the following statements is not correct regarding total return swaps (TRS)? A A TRS is designed to mirror the return on an underlying asset like a loan, stock, or even a portfolio of assets. B The payer pays any depreciation in the underlying asset to the receiver C The payer pays any dividends or interest received to the receiver. D The receiver is creating a synthetic long position in the underlying 请问老师选项a. TRS和CLN的difference之一是CLN可以是一篮子资产但TRS总收益互换不可以，所以请问老师a提到了很多资产的portfolio，我觉得感觉a也是不对的，TRS只能针对一个asset不是吗？