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A stock index spot price is $1207. The zero coupon interest rate is 4.8%. What is the potential arbitrage profit if the 6-month futures contract
- A stock index spot price is $1207. The zero coupon interest rate is 4.8%. What is the potential arbitrage profit if the 6-month futures contract on the index is priced at $1,400 and how would execute the arbitrage strategy?
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Principles Of Managerial Finance Brief
Authors: Chad J. Zutter, Scott B. Smart
8th Global Edition
1292267143, 978-1292267142
