Appendix A: Futures and Exchange Traded Products (ETPs ...
Appendix A: Futures and Exchange Traded Products (ETPs) and Tracking Failures A.1 ETPs Secured with Futures Earlier in the semester when you were introduced to ETPs1we reviewed a classification of funds called delta funds, which typically try to track the daily change in the spot price of the asset being tracked.These ETPs hold futures contracts as ................
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