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If , F 2 > F 1 e (r-q)(T 2 -T1) and arbitrage profit may be earned by: Select one: a. taking a long position
If , F2 > F1e(r-q)(T2-T1) and arbitrage profit may be earned by:
Select one:
a.
taking a long position in T2 contracts and a short position in T1 contracts and investing between T1 and T2.
b.
taking a long position in T2 contracts and a short position in T1 contracts and borrowing between T1 and T2.
c.
taking a short position in T2 contracts and a long position in T1 contracts and investing between T1 and T2.
d.
taking a short position in T2 contracts and a long position in T1 contracts and borrowing between T1 and T2.
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