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Hi please help if you can! Suppose that the risk-free interest rate is 12% per annum with continuous compounding and that the dividend yield on

Hi please help if you can!

Suppose that the risk-free interest rate is 12% per annum with continuous compounding and that the dividend yield on a stock index is 5% per annum. The index is standing at 410, and the futures price for a contract deliverable in six months is 430.

What arbitrage opportunities does this create?

Thank you!!!

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