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Suppose that the prices of future contracts on commodity A with different T (year) are given by The spot price of this commodity is $200.
Suppose that the prices of future contracts on commodity A with different T (year) are given by The spot price of this commodity is $200. Assume that there is no risks and net convenience yield is zero. The one-year spot rate from today and T=1 is 2.0%1.5%1.0%3.0% For questions involving calculations, please choose the closest answer. Unless otherwise noted, assume that coupon rates are annual and paid annually, and ignore the convexity effect
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