问题如下：
Suppose that speculators tend to take short futures positions on an asset, while and hedgers take long futures position. What would Keynes argue about the ability of futures prices to predict expected future spot prices?
选项：
解释：
Keynes would argue that the futures price overstates the expected future spot price because speculators are taking risks and require an expected positive profit to compensate for such risk. Hedgers are reducing risk and may be satisfied with a negative expected return.
这个题目是不是期货价格低于预估的现货价格吗，那应该是understate太对呀
