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Interest-rate Futures Contract I Suppose that bond XYZ is the underlying asset for a futures contract with settlement three months from now. You know the following about bond XYZ and the futures contract: (1) In the cash market XYZ is selling for $104.00 (par value is $100); (2) XYZ pays $1.25 in coupon interest every quarter, and the next quarterly payment is due exactly three months from now; and (3) the current three-month interest rate at which funds can be loaned or borrowed is 4%. i) If the futures price is $101.50, is there any arbitrage opportunity? If yes which one? If no why?
Explain how you reached the answer or show your work if a mathematical calculation is needed, or both.
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