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A trader in soybean futures contracts has discovered an arbitrage opportunity involving soybean futures and futures on soybean meal and soybean oil. Of the following, this most likely can occur with a: A. crush spread by holding a short position in soybeans and a long position in soybean meal and soybean oil. B. crack spread by holding a long position in soybeans and a long position in soybean meal and short position in soybean oil. C. crack spread by holding a long position in soybeans and a long position in soybean meal and soybean oil. |