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A stock index spot price is $1, 350. The zero coupon interest rate is 2.6%. What is the potential arbitrage profit if the 6-month futures

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A stock index spot price is $1, 350. The zero coupon interest rate is 2.6%. What is the potential arbitrage profit if the 6-month futures contract on the index is priced at $1, 342? $8 $25 $32 $39

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