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Assuming Positive Basis and Negligible Borrowing Cost,which of the Following

Question 3

Multiple Choice

Assuming positive basis and negligible borrowing cost,which of the following set of transactions could yield positive arbitrage profits a hedge fund might pursue?


A) Buy gold in the spot market and sell the futures contract
B) Buy the futures contract and sell the gold spot and invest the money earned
C) Buy gold spot with borrowed money and buy the futures contract
D) Buy the futures contract and buy the gold spot using borrowed money

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