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Suppose an index is currently at 3092, the expected dividend yield on the index is 2 percent per year and the risk free rate is

Suppose an index is currently at 3092, the expected dividend yield on the index is 2 percent per year and the risk free rate is 6 percent annually. If the index futures contracts that expire in 6 months are currently trading at 3152, what program trading strategy would you recommend?

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