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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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Financial Reporting And Statement Analysis A Strategic Approach
Authors: Clyde P. Stickney, Paul Brown, James M. Wahlen
5th Edition
032418638X, 978-0324186383
