Question
It is now January. The current interest rate is 2%. The june futures prices for gold is $1,500 whereas the december futures price is $1,510.
It is now January. The current interest rate is 2%. The june futures prices for gold is $1,500 whereas the december futures price is $1,510. Is there an arbitrage opportunity here ? If so, how would you exploit it ?
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An Introduction To Wavelet Theory In Finance
Authors: Francis In, Sangbae Kim
1st Edition
9814397830, 978-9814397834
