Arbitrage [4] You are given the following prices Pt today for receiving risk free payments t periods
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Arbitrage [4]
You are given the following prices Pt today for receiving risk free payments t periods from now.
1 = 1 2 3~~
Pt = 0.95 0.9 0.95 There are traded securities that offer $1 at any future date, available at these prices.
How would you make a lot of money?
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Related Book For 
Lectures On Corporate Finance
ISBN: B00RGENH5I
1st Edition
Authors: Peter L Bossaerts ,Bernt Arne Odegaard
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