Arbitrage by hedge funds is the simultaneous buying and selling of a security or derivative of the security to exploit market pricing differentials.

Name: Arbitrage by hedge funds is the simultaneous buying and selling of a security or derivative of the security to exploit market pricing differentials.
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Arbitrage by hedge funds involves the simultaneous buying and selling of a security or its derivatives in different markets or in different forms to exploit price differentials for a risk-free profit.

Arbitrage by Hedge Funds Is the Simultaneous Buying and Selling