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What would be your implied (repo) rate on a stock index arbitrage, if the underlying index' log dividend yield is 4.7%, the log risk free
What would be your implied (repo) rate on a stock index arbitrage, if the underlying index' log dividend yield is 4.7%, the log risk free rate is 2%, the underlying index' spot value is 52 and the price of one contract of 43-day futures is 2,606? One contract is equivalent to 50 times the underlying index' value. Please provide your answer in percent, rounded to two digits.
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