WHICH OF THESE FUTURES POSITIONS COMBINATIONS WOULD MOST LIKELY BE...

21. Which of these futures positions combinations would most likely be included in Dodson’s advice

to Tan regarding her intended portable alpha strategy?

A. Long position in S&P/TSX futures and long position in S&P 400 futures

B. Short position in S&P/TSX futures and long position in S&P 400 futures

C. Long position in S&P/TSX futures and short position in S&P 400 futures