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Let and denote the prices of E-mini SPX futures contracts with 1 month and 2 month maturities, respectively. Use the futures spot parity formula to

Let image text in transcribed and denote the prices of E-mini SPX futures contracts with 1 month and 2 month maturities, respectively. Use the futures spot parity formula to derive a formula that expresses the price of one of these as a function of the other.

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