1. 以2022年02月11日的相应价格开仓，持有到期。
2. 不考虑交易及资金成本，下方为组合预期的最低年化收益率。
3. 每个品种下方有两组收益率，由上到下依次为以结算价开仓和以对手价开仓的收益率。
Options risk-free arbitrage portfolio (main contract).
1. Open a position at the corresponding price on February 11, 2022 and hold to maturity.
2. Excluding transaction and funding costs, the minimum expected annualized return of the portfolio is shown below.
3. Below each instrument are two sets of yields, from top to bottom, for opening a position at the settlement price and opening a position at the counterparty price.
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