Deliverable treasury bond

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Reference no: EM131621948

At the expiration? date, a deliverable Treasury bond is selling for 101 but the Treasury bond futures contract is selling for 102. The futures price? will:

A- Fall to 101 due to arbitrage

B -rise above102 then fall due to arbitrage

C- Rise above 102 then fall due to arbitrage

D- Fall to par due to arbitrage

Reference no: EM131621948

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