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finance 18, interest rate is gold futures contract one June margin requirement prices are 97:27, that is, for year risk-free The RA375 margin ST the

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finance

18, interest rate is gold futures contract one June margin requirement prices are 97:27, that is, for year risk-free The RA375 margin ST the 1 the and maintenance $1 to and 00 at is 500 $2,070, futures Spot the gold contract SMP for T-bond su,T51 1,400 anidend is for is prices quote selling by sar these sell price soo implaed The of fubares de you 6.3% morning level profit a16 curent $1.39 C on arbitrage 1,465.16 1,492.36 1,591.29 A $15.000 Monday me 1-year B $3.39 ontract's face value is $100,000. The initial questions quirement is $2,000 per contract Use the fallowing price data to answer the fol Day settle $100,000.00 Monday $98,000.00 Tuesday Wednesday

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