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Jenny a trader speculate that CPO spot and future price will decrease due to the poor demand in these few months

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Jenny a trader speculate that CPO spot and future price will decrease due to the poor demand in these few months. She would like to take this opportunity to profit from her expectation. Currently the 3-month CPO futures with 90 days maturity are quoted at RM 2822 per ton.

(i) Outline Jenny’s strategy. (2 marks)
(ii) Illustrate Jenny’s return if the market price for CPO increase by 10% and decrease by 10%.