Question: X= ETE Y= OC Z= C Position= Long Position= Long ALFA=LONG 111.1. Match the concept MATCH Deflnltlon/Phrase 1. The basis changes from -55 to -Y.
X= ETE Y= OC Z= C
Position= Long Position= Long
ALFA=LONG

111.1. Match the concept MATCH Deflnltlon/Phrase 1. The basis changes from -55 to -Y. Concept A. Strengthening basis B. Weakening basis C. Cash and carry arbitrage D. Reverse cash and carry arbitrage 2. The one-year forward price is X, the spot price is $250 and the risk-free rate is Solving
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