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suppose that the forward ask price for march 20 on euros is $1.3327 at the same time that the price of CME euro futures for

suppose that the forward ask price for march 20 on euros is $1.3327 at the same time that the price of CME euro futures for delivery on march 20 is $1.3345. how could an arbitrageur profit from this situation? what will be the arbitrageur's profit per futures contract (contract size is

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