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Suppose that the risk - free rate is 5 % . You spotted a futures contract for a stock with a spot price of $

Suppose that the risk-free rate is 5%. You spotted a futures contract for a stock with a spot price of $55 that matures in one year selling for $57. Show how you would profit from this arbitrage opportunity and how much can you make if you have access to $10 million in credits.

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