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Suppose that Oil futures are $90.5 for April and $98.25 for December. Historical analysis indicates that this spread should be $6. How would you trade
Suppose that Oil futures are $90.5 for April and $98.25 for December. Historical analysis indicates that this spread should be $6. How would you trade this expectation in a way that you are protected from directional changes in oil prices (assuming that the spread expectations come true)
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Managerial Economics And Financial Analysis
Authors: M.S. Bhat, A.V. Rau
1st Edition
9352300211, 978-9352300211
