There is a zero-coupon bond in a market with spot price of 90 USD and a future contract of 3 months is available with price of 90 USD. Which position should be acquired by the arbitrageur in spot if risk free rate of return is 4%?

There is a zero-coupon bond in a market with spot price of 90 USD and a future contract of 3 months is available with price of 90 USD. Which position should be acquired by the arbitrageur in future if risk free rate of return is 4%?

here is a zero-bond in a market with spot price of 50 USD and a future contract of 3 months is available with price of 52 USD. Which position should be acquired by the arbitrageur in future if risk free rate of return is 4%

There is a fixed-coupon bond in a market with spot price of 60 USD and a future contract of 9 months is available with price of 62 USD. The bond gives 7 USD after every 3 months. Which position should be acquired by the arbitrageur in future if risk free rate of return is 5%

A trader predicts that the future price of a commodity might be increased from 100 to 105 RS so he purchase the futures to have that instrument in lower cost. Which trading behavior did he opt in this particular act? I purchased a contract in which I have a right to buy the asset after 6 months. The contract that I purchased is

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