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Q. What is the theoretical future price? Assuming that the futures price is $99, please consider the following strategy: -Sell the futures contract at $99.

Q. What is the theoretical future price?

Assuming that the futures price is $99, please consider the following strategy: -Sell the futures contract at $99.

-Purchase Asset XYZ in the cash market for $100.

-Borrow $100 for 3 months at 8% per year.

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