Suppose an investor buys a one- year equity futures contract and there are now three months to expiration. Today's futures price is 111.30. There are no other cash flows. The futures contract value after marking to market, will be *:closest to 0.00. 111.30 100. Which of the following statements is most likely accurate? In the carry *:,arbitrage model the portfolio is created with no liabilities and a net positive cash flow today. an instrument is bought or sold along with a forward position in that instrument. the law of one price does not hold. O