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If today is January and the risk-free yield is 5%, and the future with underlying value maturing in June is priced at $ 346.30, while
If today is January and the risk-free yield is 5%, and the future with underlying value maturing in June is priced at $ 346.30, while the future with underlying the gold maturing in December is priced at $ 360. Are there opportunities for arbitrage? If so how can you take advantage of it?
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