Question
could you work out an arbitrage strategy, if the futures price is $104? Recall that the spot asset price is $100, the risk-free rate r=3%,
could you work out an arbitrage strategy, if the futures price is $104? Recall that the spot asset price is $100, the risk-free rate r=3%, and it is a 1 year futures contract. make sure to list all your actions in three markets: futures market, spot market, and in bank
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Fundamentals Of Corporate Finance
Authors: Robert Parrino, David S. Kidwell, Thomas W. Bates
5th Edition
1119795435, 978-1119795438
