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Given the following Spot = R100 Risk - free = 10% Maturity = 1 year Foward contract price = R130 Which arbitrage opportunity will you
Given the following
Spot = R100 Risk - free = 10% Maturity = 1 year Foward contract price = R130
Which arbitrage opportunity will you use to exploit the mispricing?
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Personal Finance
Authors: Megan Noel, Dan French
2nd Edition
1465246479, 9781465246479
