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Which of the following statements on the spot and future price series of the same stock is false? Select one: a. The future price leads

Which of the following statements on the spot and future price series of the same stock is false? Select one: a. The future price leads spot price. b. The spot and future prices are often cointegrated. c. The spot and future prices are negatively correlated. d. The return series of the future price is I(0)

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