The futures mispricing (relative to the spot) is the actual futures price minus the theoretical futures price (as it should be) relative to the spot based on the cost-of-carry model. A trader is hedging the purchase of an asset with a long futures position. It turns out that the futures mispricing increases unexpectedly. Which of the following is true?

Group of answer choices

A. The hedgers position improves.

B. The hedgers position worsens.

C. The hedgers position sometimes worsens and sometimes improves.

D. The hedgers position stays the same.