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IfthepriceofaU.S.Treasurysecurityishigherthanitsarbitrage-freevalu
问题详情
IfthepriceofaU.S.Treasurysecurityishigherthanitsarbitrage-freevalue,anarbitrageprofitcanbegeneratedby:A.buyingtheU.STreasurysecurity,strippingitandsellingthestrips.
B.shortingtheU.S.Treasurysecurityandcallingitfromtheissuer.
C.shortingtheU.S.Treasurysecurityandreconstructingitfromstrips.