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Stock index spot price is $ 1 , 0 0 0 . Current zero - coupon interest rate is 2 . 3 % . What

Stock index spot price is $

1, 000 .

Current zero

-

coupon interest rate is

2.3 % .

What is the potential arbitrage profit if the

1

year futures contract on the index is priced at $

1, 025 ?

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