A trader is looking for arbitrage opportunities in the Treasury bond futures market. What complications are created
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A trader is looking for arbitrage opportunities in the Treasury bond futures market. What complications are created by the fact that the party with a short position can choose to deliver any bond with a maturity between 15 and 25 years?
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The ability of the party with a short position in Treasury bond futures to choose from a range of deliverable bonds with maturities between 15 and 25 ...View the full answer
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