The arbitrator expected the spread of a certain futures contract to widen in two different delivery months, but ().

A: A.

If the arbitrageur expects the spread between two or more futures contracts to widen, the arbitrageur will buy the contract with higher price and sell the contract with lower price at the same time. We call this arbitrage buying arbitrage. If the price difference changes in the same direction as the arbitrageur's expectation, the arbitrageur will close the two contracts at the same time and make a profit.

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