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Find an arbitrage portfolio given the following riskless bonds: Asset t-0 t-1 t-2 t-3 A -97 100 B -92 100 C -87 100 D -102
Find an arbitrage portfolio given the following riskless bonds:
| Asset | t-0 | t-1 | t-2 | t-3 |
|---|---|---|---|---|
| A | -97 | 100 | ||
| B | -92 | 100 | ||
| C | -87 | 100 | ||
| D | -102 | 5 | 5 | 105 |
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1st Edition
1898845026, 978-1898845027
