there are options :

A) opportunity gain of $1375

b) opprtunity loss of $1,375

c) futures gain of $1,475

d) future loss of $1,475

The net effect in "A" =* DS (1 Point) Date Jan Cash Mkt Futures Mkt A bank anticipates to extend a 3-month The bank buys one March Eurodollar futures loan in Feb (current rate - 5.87%) at 5.21% The bank extends the 3-month loan at The bank sells one March futures at 4.6296 5.32% Feb A B Net Effect The net effect in "A" =* DS (1 Point) Date Jan Cash Mkt Futures Mkt A bank anticipates to extend a 3-month The bank buys one March Eurodollar futures loan in Feb (current rate - 5.87%) at 5.21% The bank extends the 3-month loan at The bank sells one March futures at 4.6296 5.32% Feb A B Net Effect