Question
Suppose that there are no storage costs for crude oil and the interest rate for borrowing or lending are 2.5% per annum. How could you
Suppose that there are no storage costs for crude oil and the interest rate for borrowing or lending are 2.5% per annum. How could you make money if the June (assume it's 6 month out) and the December (assume it's precisely 1 year out) futures contracts are 55 and 60 respectively?
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The Palgrave Handbook Of Technological Finance
Authors: Raghavendra Rau, Robert Wardrop, Luigi Zingales
1st Edition
3030651169, 978-3030651169
