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Based on the regression results, is there any arbitrage opportunity of trading the three securities, ^GSPC, DX and IP? Is the arbitrage opportunity reliable? And
- Based on the regression results, is there any arbitrage opportunity of trading the three securities, ^GSPC, DX and IP? Is the arbitrage opportunity reliable? And explain why?
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Derivatives Markets
Authors: Robert L. McDonald
2nd Edition
032128030X, 978-0321280305
