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Question 13 (1 point) Continued) SO=$2500, T=3 months, rf=2%, d=3%. Futures' market price is F= $2495. How much money would you make from implementing this
Question 13 (1 point) Continued) SO=$2500, T=3 months, rf=2%, d=3%. Futures' market price is F= $2495. How much money would you make from implementing this arbitrage? Pick closest number O $0.8 0 $1.2 0 $0.6 0 0 $1 Question 14 (1 point) How will transaction costs affect the cash&carry arbitrage? which is TRUE? Arbitrage will only be affected if the spot pays dividends Higher trading costs will make the arbitrage easier Arbitrage will only be possible when futures price is outside of the bounds implied by transaction costs Arbitrage will not be affected by the costs
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