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On arbitrage and hedging in futures, as shown in the figure, why should we expect the spread to increase to buy the party with high price? What is the opposite?
AB two commodities, arbitrage trading, the current price difference A-B= 10, where the current price of A is 15, and the current price of B is 5. It is estimated that the price difference between these two commodities will be 20 in the future. Do you want to buy A or B? Buy a, of course. Because buying B is not to narrow the price difference?
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