The spread between market price and futures prices of underlying asset becomes smaller and smaller, when: Maturity becomes smaller and smaller When maturity becomes larger
The spread between market price and futures prices of underlying asset becomes smaller and smaller, when:
| Maturity becomes smaller and smaller |
| When maturity becomes larger and larger |
| Both A and B |
| None of the above |
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Authors: Robert D. Edwards, John Magee
1st Edition
1607962233, 978-1607962236
