Assume That the Price of a Futures Contract Is Higher

Multiple Choice

Assume that the price of a futures contract is higher than the price of the underlying security during the delivery period. Arbitrageurs would

A) buy the futures, simultaneously sell the underlying asset, and pocket the price difference.
B) sell the futures, simultaneously buy the underlying asset, and pocket the price difference.
C) sell the futures, simultaneously sell the underlying asset, and pocket the price difference.
D) buy the futures, simultaneously buy the underlying asset, and pocket the price difference.