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The Value of a Futures Contract for Storable Commodities Can

Question 32

Multiple Choice

The value of a futures contract for storable commodities can be determined by the _______, and the model __________ consistent with parity relationships.


A) CAPM; will be
B) CAPM; will not be
C) APT; will not be
D) APT; will be
E) CAPM and APT; will be

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