A Calendar Spread Futures Position Comprises

question 3

Multiple Choice

A calendar spread futures position comprises

• A)A long position in a futures contract of one maturity and a short position in another futures contract of a different maturity.
• B)A contract on the difference between two different-maturity futures prices.
• C)A portfolio of long futures contracts of different maturities.
• D)A portfolio of futures contracts spanning more than one year.

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