Question

Consider a 1-year futures contract on an investment
asset that provides no income. It costs $2 per unit to
store the asset, with the payment being made at the end
of the year. Assume the spot price is $450 per unit and
the risk free rate is 7% per annum for all maturities.
Calculate the theoretical futures price. Explain the
arbitrage opportunities when the price is not equal to
the theoretical price.
(3+2)​

Answer 1

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