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Look at the quotes from Barchart from October 6, 2019 Futures Market Overview Assume that annual risk free rate is 3.2% and futures will expire
Look at the quotes from Barchart from October 6, 2019 Futures Market Overview Assume that annual risk free rate is 3.2% and futures will expire in 42 days. 1. ( 6 points) Show whether there is any arbitrage opportunity? 2. (6 points) Show how you carry the arbitrage and how much will be the arbitrage profit
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