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100,00 dollar 0.05 percent Inputs 5 (Spot Price of the Undeling) r(interest rate) T{Maturity of Forward Contract) Income Yeild time (ta) 2.00 years 0.05 percent 1.00 years F (Forward Price) dollar A What is the futures price F is higher 110.00 Position at to Position Now (t=0) Borrow cash equal to St/(1+4) /[14 Buy (1/1+q) of the underlying at St Position at T Pay the loan back -105.25 95.24 -95.24 Get income for each Sta Buy more of the underlying 4*Stq q*Sta Sell forward You have one ST Get Fand deliver ST 0 0 110.00 4.75 0 Fis lower B Chose an example where F is lower Position Now (t=0) Position at ta Position at T C Show how you can make an arbitrage trading strategy 0 0 0.00 100,00 dollar 0.05 percent Inputs 5 (Spot Price of the Undeling) r(interest rate) T{Maturity of Forward Contract) Income Yeild time (ta) 2.00 years 0.05 percent 1.00 years F (Forward Price) dollar A What is the futures price F is higher 110.00 Position at to Position Now (t=0) Borrow cash equal to St/(1+4) /[14 Buy (1/1+q) of the underlying at St Position at T Pay the loan back -105.25 95.24 -95.24 Get income for each Sta Buy more of the underlying 4*Stq q*Sta Sell forward You have one ST Get Fand deliver ST 0 0 110.00 4.75 0 Fis lower B Chose an example where F is lower Position Now (t=0) Position at ta Position at T C Show how you can make an arbitrage trading strategy 0 0 0.00