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Suppose that the spot price of ether is 2,000 USD/ETH. One ether futures contract on the CME consists of 50 ether. Ether futures with 6

Suppose that the spot price of ether is 2,000 USD/ETH. One ether futures contract on the CME consists of 50 ether. Ether futures with 6 months to expiration are trading at 2,060. Assume that r_CC=5%. What would be your profit in 6 months from a strategy to arbitrage one ether futures contract? (Please ignore transaction costs and round to the nearest dollar.)

A. $187

B. $468

C. $644

D. $2,127

E. $3,000

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