At the expiration date a deliverable treasury bond is, Financial Management

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At the expiration date a deliverable treasury bond is

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

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Financial Management: At the expiration date a deliverable treasury bond is

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