Given an investor holding a long position two days prior to expiration, when will he prefer futures

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Given an investor holding a long position two days prior to expiration, when will he prefer futures contracts to forward contracts? (Do not assume interest rate certainty.)

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Introduction To Derivatives And Risk Management

ISBN: 9781305104969

10th Edition

Authors: Don M. Chance, Robert Brooks

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Question Posted: Apr 07, 2016 08:36 AM

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Given an investor holding a long position two days prior to expiration, when will he prefer futures

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If interest rates are positively correlated with futures prices an investor holding a ...View the full answer

Introduction To Derivatives And Risk Management

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