单选题 A futures trader goes long one futures contract at $450. The settlement price 1 day before expiration is $500. On expiration day, the future is trading at $505. The least likely way the futures trader will lock in her profits on expiration is: ()

A、 Take delivery of the underlying asset and pay $500 to the short.
B、 Close out the futures position by selling the futures contract at $505.
C、 Take delivery of the underlying asset and pay the expiration settlement price to the short.
D、 Cash settle the futures and receive the difference between $500 and the expiration settlement price.

【正确答案】 C

【答案解析】