A 'Strip' of Futures Refers To

question 28

Multiple Choice

A 'strip' of futures refers to:

• A)futures contracts with consecutive settlement dates
• B)futures contracts with the same settlement date
• C)futures contracts with the same rollover dates
• D)futures contracts with the same agreed rate.
• E)There is more than one correct answer.

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Definitions:

Returns

The profit or loss derived from investing in or owning an asset over a given period.

Standard Deviation

A statistical measure that represents the dispersion or variation of a set of values, commonly used to assess risk in finance.

Average Return

Average return refers to the mean amount of profit or loss generated by an investment over a specified period.

Standard Deviation

A measure of the dispersion or variance in a distribution of data points, indicating how spread out the data is from its mean.