Suppose the company pqr trades at 1000 in the cash market
Suppose the Company PQR trades at 1000 in the cash market and two month PQR futures trade at 1030. If transactions costs involved are 0.4%.
What is the arbitrage return possible?1. 1.8% per month 3. 2% per month2. 1.3% per month 4. 1.1% per month
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suppose the company pqr trades at 1000 in the cash market and two month pqr futures trade at 1030 if transactions costs
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