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The current value of an index is 102, and a 2-month futures contract on the index has a price of 142. The dividend yield on

The current value of an index is 102, and a 2-month futures contract on the index has a price of 142. The dividend yield on the index is 0%. What value of the risk-free rate of interest guarantees that there are no arbitrage opportunities? Please assume continuous compounding, and state your answer in percentage points (e.g. write 10.15 to indicate 10.15%)

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