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    Derivatives and Risk Management Study Set 2
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    Exam 9: Futures Arbitrage Strategies
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    A Cash-And-Carry Arbitrage Is Not Risk Free Unless a Repo
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A Cash-And-Carry Arbitrage Is Not Risk Free Unless a Repo

Question 7

Question 7

True/False

A cash-and-carry arbitrage is not risk free unless a repo is available with a maturity equal to the entire life of the transaction.

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