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Suppose we observe the prices of the forward F = 92.68, the stock = 84.7137, the discount interest rate= 2.42%, and the time to maturity

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Suppose we observe the prices of the forward F = 92.68, the stock = 84.7137, the discount interest rate= 2.42%, and the time to maturity of a forward contract T = 0.3. What combination of trades must be done to arbitrage this market? (Hint: Remember that the arbitrage portfolio must be closed in transactions and can't be partial)

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