Multiple Choice
Suppose that the interbank forward bid for March 20 on Swiss francs is $0.7827 at the same time that the price of IMM Swiss franc futures for delivery on March 20 is $0.7795.How much of an arbitrage profit could a dealer earn per March Swiss franc futures contract of SFr 125,000?
A) $400
B) $68
C) $215
D) $58
Correct Answer:
Verified
Correct Answer:
Verified
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