Suppose that there are no storage costs for corn and the interest rate for borrowing or lending
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Suppose that there are no storage costs for corn and the interest rate for borrowing or lending is 5% per annum. How could you make money on February 4, 2004, by trading March 2004 and May 2004 contracts. Use Table 2.2.
2.28. What position is equivalent to a long forward contract to buy an asset at K on a certain date and a put option to sell it for K on that date.
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