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5 . 1 2 . Suppose that the risk - free interest rate is 6 % per annum with continuous compounding and that the dividend
Suppose that the riskfree interest rate is per annum with continuous compounding and that the dividend yield on a stock index is per annum. The index is standing at and the futures price for a contract deliverable in four months is What arbitrage opportunities does this create? in excel please
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