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    Derivatives and Risk Management Study Set 2
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    Exam 8: Principles of Pricing Forwards,futures and Options on Futures
  5. Question
    The Price of a Futures Spread Reflects the Cost of Carry
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The Price of a Futures Spread Reflects the Cost of Carry

Question 37

Question 37

True/False

The price of a futures spread reflects the cost of carry until the time the spread is closed.

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