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If You Wanted to Take Advantage of a Risk-Free Arbitrage

Question 60

Multiple Choice

If you wanted to take advantage of a risk-free arbitrage opportunity,you should take a short position in _________ and a long position in an equally weighted portfolio of _______.


A) A, B and C
B) B, A and C
C) C, A and B
D) A and B, C
E) none of the above

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