单选题 An investor taking a long position in commodity futures while simultaneously investing in government securities has created a: A. Collateralized Commodity future position. B. Commodity-linked equity. C. Managed Commodity future portfolio.

【正确答案】 A

【答案解析】A collateralized Commodity futures position is a viable risk-diversification strategy because Commodity has a negative correlation with stock and bond returns and a positive correlation with inflation.