[单选题]

If the price of a U.S. Treasury security is higher than its arbitrage-free value, a dealer can generate an arbitrage profit by:

A.Shorting the U.S. Treasury security and calling it from the issuer.

B.Shorting the U.S. Treasury security and reconstituting it from strips.

C.Buying the U.S. Treasury security,stripping it and selling the strips.

参考答案与解析: