In the absence of arbitrage,the futures price at maturity should equal

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In the absence of arbitrage, the futures price at maturity should equal the spot price of the underlying asset at that point. This is because the futures price represents the expected future spot price of the asset and any deviation from the actual spot price at maturity would create an arbitrage opportunity. Options A, C, and D may affect the pricing of the futures contract, but they do not determine the final futures price at maturity.

In the Absence of Arbitrage,the Futures Price at Maturity Should