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The futures price on a XX financial contract is $1023. The current spot price on XX is $1,053 and the risk- free rate is 4.5%.
The futures price on a XX financial contract is $1023. The current spot price on XX is $1,053 and the risk- free rate is 4.5%. There is no dividend on XX. The future spot price on XX financial will either be 973 in the low state or 1,073 in the high state. What is the price of the risk-free portfolio? What is the price of a risk-free bond? Using the table below, match the investor's position in those assets needed to take to capture any arbitrage opportunities if they exist? Position in XX financial (Click to select) A XX futures contract (Click to select) Risk-free bond (Click to select) What is the profit today of an arbitrage investment? Enter your profit as a positive number. What is the correct futures price so that there isn't an arbitrage opportunity? The futures price on a XX financial contract is $1023. The current spot price on XX is $1,053 and the risk- free rate is 4.5%. There is no dividend on XX. The future spot price on XX financial will either be 973 in the low state or 1,073 in the high state. What is the price of the risk-free portfolio? What is the price of a risk-free bond? Using the table below, match the investor's position in those assets needed to take to capture any arbitrage opportunities if they exist? Position in XX financial (Click to select) A XX futures contract (Click to select) Risk-free bond (Click to select) What is the profit today of an arbitrage investment? Enter your profit as a positive number. What is the correct futures price so that there isn't an arbitrage opportunity
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