Quiz Ch 17 – Exploiting Spread Discrepancy in T-Bond Futures

Essentials of Investments

Bodie, Kane, and Marcus

12th Edition

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How can you profit from the significant spread between the September T-bond contract and the June T-bond futures contract in a market with positive cost of carry?

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  • Search Terms: __________. a) buy advantage all and believe between buy carry contract contract b) sell contract c) sell contract d) buy contracts. correct. cost exhibits for futures is june large market of positive sell september should soon spread t-bond take that the this this, to too will you
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