Explanation:
Arbitrage is a financial strategy that aims to profit from price discrepancies in different markets or between different financial instruments. In the context of the US Treasury market, an
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Q.2576 One of the most common phenomena witnessed in the US Treasury market is that on-the-run T-bills have higher prices than off-the-run T-bills. Which of the following hedge fund strategies if most suitable to exploit this inefficiency?
A
Global macro
B
Distressed
C
Managed futures
D
Arbitrage