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The primary reason that Eurodollar futures contracts do not allow a pure arbitrage opportunity relative to LIBOR is that: A. Eurodollar futures do not have a delivery option that increases price efficiency. B. the Eurodollar future is denominated in U.S. dollars and LIBOR is based upon Eurodollar time deposits. C. the value of the deposit does not change $25 for every basis point change in expected 90-day LIBOR. |