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Some hedge fund managers engage in ?convertible arbitrage? which is trading involving two components:
-buying a convertible bond
-shorting stock in the same company that issued the convertible bond
QUESTION:
What is a convertible bond, what is shorting and why would an investor implement a strategy like this? What are the specific risks and potential rewards offered by the strategy (compare to just buying the convertible bond without shorting the stock)?
REQUIRED:
Please submit a written response to the above questions.
Include as much detail as possible in your answer within this limit.
You may use specific numbers/scenarios as examples if it helps your explanations of risk and return.
Please ensure that your response is phrased in your own words.
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