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The spot price today is Rs. 160 and the risk-free interest rate is 10%. What should be the price of a futures contract expiring in
The spot price today is Rs. 160 and the risk-free interest rate is 10%. What should be the price of a futures contract expiring in three months? If the price of the futures is Rs. 162 or Rs. 166, is there an arbitrage opportunity
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The Evolution Of Nordic Finance
Authors: Steffen Elkiær Andersen
2011th Edition
0230241557, 978-0230241558
