The buying or selling of stock index futures with a simultaneous opposite position in the stocks comprising that index is known as

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The description mentioned in the question refers to index arbitrage, which involves simultaneous buying or selling of stock index futures and the underlying stocks of that index to capitalize on any price divergences between them. Program arbitrage involves the use of computer algorithms to identify and profit from pricing inefficiencies, while covered interest arbitrage involves taking advantage of discrepancies in interest rates between two currencies. Future arbitrage is a general term that encompasses any strategy that exploits price differences between futures contracts and their underlying assets. Therefore, the best choice here is C, index arbitrage.

The Buying or Selling of Stock Index Futures with a Simultaneous