A stock index spot price is $1207. The zero coupon interest rate is 4.8%. What is the

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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 on the index is priced at $1,400 and how would execute the arbitrage strategy?

Posted Date: Jul 11, 2024 08:06 PM

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