Question: Can you please explain this concept and how it works. Thans Slope of Curve and Future Returns . An upward- or downward-sloping term structure of

Can you please explain this concept and how it works. Thans

Can you please explain this concept and how it works.

Thans

Slope of Curve and Future Returns . An upward- or downward-sloping term structure of futures prices creates the possibility of roll return (or, roll yield) on futures positions

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