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Futures Pricing: You are given the following data for a futures contract: S0=$50, u=0.80%, y= 0.50%, F0=$52,T=2 What must r be for there to be
Futures Pricing: You are given the following data for a futures contract:
S0=$50, u=0.80%, y= 0.50%, F0=$52,T=2
What must r be for there to be no arbitrage opportunity?
(Using excel)
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