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If the stock market index is at a level of 1120 and the one-year forward on the index is 1,210, what is the implied repo
If the stock market index is at a level of 1120 and the one-year forward on the index is 1,210, what is the implied repo rate in continuously-compounded terms (assuming zero dividends on the index) (A) 8.62% (B)6.52% (C) 5.72% (D) 7.72%
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