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Suppose that the interbank forward bid for March 20 on Swiss Franc is $0.7915 at the same time that the price of IMM Swiss Franc
- Suppose that the interbank forward bid for March 20 on Swiss Franc is $0.7915 at the same time that the price of IMM Swiss Franc futures for delivery on March 20 is $0.7815. How much of an arbitrage profit could a dealer earn per March Swiss Franc futures contract of SFr 125000?
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| a. | $1,250 |
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| b. | $400 |
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| c. | $2,040 |
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| d. | $1,954 |
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Personal Finance
Authors: Jack Kapoor, Les R. Dlabay, Robert J. Hughes
2nd Edition
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