Delivery of Stock Index Futures

question 21

Multiple Choice

Delivery of stock index futures

• A) is never made.
• B) is made by a cash settlement based on the index value.
• C) requires delivery of 1 share of each stock in the index.
• D) is made by delivering 100 shares of each stock in the index.
• E) is made by delivering a value-weighted basket of stocks.

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Definitions:

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