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The risk-free rate in the economy is 2.6% per year. The expected return on Asset A is 11.3%. There is a fairly-priced futures contract on

The risk-free rate in the economy is 2.6% per year. The expected return on Asset A is 11.3%. There is a fairly-priced futures contract on Asset A that matures in 9 months. What is the expected return for the buyer of the futures contract? Write your answer out to four decimals - for example, write 6.23% as .0623.

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