Exhibit 21 $$\begin{array} { c c c } & \text { T-Eill } & \text { Eurqdollar } \\\text { September } & 93.25 & 92.35\end{array}$$

Exhibit 21.6
Use the Information Below for the Following Problem(S)
Assume that you observe the following prices in the T-Bill and Eurodollar futures markets
$$\begin{array} { c c c } & \text { T-Eill } & \text { Eurqdollar } \\\text { September } & 93.25 & 92.35\end{array}$$
-Refer to Exhibit 21.6.If you expected the TED spread to widen over the next month then an appropriate strategy would be to

A) Go long T-Bill futures and long Eurodollar futures.
B) Go short T-Bill futures and short Eurodollar futures.
C) Go long T-Bill futures and short Eurodollar futures.
D) Go short T-Bill futures and long Eurodollar futures.
E) None of the above.