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In the following description of butterfly arbitrage, the correct one is ().
Answer: a, c

Butterfly arbitrage is a common form of intertemporal arbitrage. It is an intertemporal arbitrage combination of a bull market spread and a bear market arbitrage in the intermediate delivery month. Because the futures contracts in recent and distant months are on both sides of the middle month, just like the wings of a butterfly, it is called butterfly arbitrage. Compared with ordinary intertemporal arbitrage, the risk and return of item B are relatively small in theory, but it does not belong to risk-free arbitrage. Item D is a description of cross-variety arbitrage.