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= 0,03+ + 3/72 +214 = O, 015 + 0173. The 3 factors F has a mean value of zero, and is assumed to

= 0,03+ + 3/72 +214 = O, 015 + 0173. The 3 factors F has a mean value of zero, and is assumed to be mutually independent distributed 1) Is there arbitrage in the market? If so: how can you, by trading in the 5 assets, you can gain arbitrage win? If not: how can you deduce that there is no arbitrage in the market?

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