=+Suppose Investor Y entered into a long futures contract also on 100 shares of ABC for 12

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=+Suppose Investor Y entered into a long futures contract also on 100 shares of ABC for 12 months, according to which margins were to be paid/received every three months in cash, i.e. the difference between the futures’ mark-to-market and book values. Her profits/losses arising due to these adjustments are rolled over at the three-month interest rate.

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