① 只持有中国太保(601601)的收益为:-13.87%
② (601601 vs 603222)按1:1配对交易,对冲风险组合收益为:35.29%
③ (601601 vs 600547)按1:1配对交易,对冲风险组合收益为:34.57%
④ (601601 vs 600998)按1:1配对交易,对冲风险组合收益为:30.90%
⑤ (601601 vs 600540)按1:1配对交易,对冲风险组合收益为:29.05%
⑥ (601601 vs 603866)按1:1配对交易,对冲风险组合收益为:25.36%
⑦ (601601 vs 600489)按1:1配对交易,对冲风险组合收益为:22.71%
⑧ (601601 vs 600222)按1:1配对交易,对冲风险组合收益为:20.27%
⑨ (601601 vs 002072)按1:1配对交易,对冲风险组合收益为:18.80%
ⓐ (601601 vs 600890)按1:1配对交易,对冲风险组合收益为:17.58%
ⓑ (601601 vs 603602)按1:1配对交易,对冲风险组合收益为:17.22%