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HW: Ch5 If borrowing interest rate R is greater than deposit interest rate r, buying or selling an underlying asset costs a proportional transaction cost

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HW: Ch5 If borrowing interest rate R is greater than deposit interest rate r, buying or selling an underlying asset costs a proportional transaction cost C and buying or selling a forward contract costs a proportional transaction cost C, then find a forward price range withir which there exists no arbitrage opportunity

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