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
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