An investor is looking for arbitrage opportunities in the Treasury bond futures market. What complications are created
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An investor is looking for arbitrage opportunities in the Treasury bond futures market.
What complications are created by the fact that the party with a short position can choose to deliver any bond with a maturity between 15 and 25 years?
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Related Book For
Fundamentals Of Futures And Options Markets
ISBN: 9781292422114
9th Global Edition
Authors: John Hull
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