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Which of the following combinations of investment positions reflects the most common form of convertible arbitrage strategy? A. Short position in a firm’s stock; long position in a convertible issued by the same firm. B. Short position in a convertible; long position in put options on the issuer’s stock. C. Long position in a convertible bond; long position in put options on stock of a similar firm. D. Short position in a firm’s stock; long position in futures on the same stock. |