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b) A futures contract over copper has 23 months remaining until maturity. The current futures price of this contract is $6,000 per tonne, and the storage costs of copper are 2% p.a. compounded weekly. The current spot price of copper is $5,500 per tonne. Using this information, solve for the continuously compounded risk free rate of interest. In answering this question assume there are no arbitrage opportunities present in the market