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(APA REFERENCES PLEASE) Arbitrage opportunies. Suppose that: The spot price of a non-dividend-paying stock is $10 The 6-month forward price is $12 The 6-month US$
(APA REFERENCES PLEASE) Arbitrage opportunies. Suppose that: The spot price of a non-dividend-paying stock is $10 The 6-month forward price is $12 The 6-month US$ interest rate is 5% per annum Is...
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