What is the price of a 3 month future on the ftse-100

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Interest rates are currently at 3%. The FTSE-100 is currently at 6006 and its continuous dividend payment rate is 1.5%. What is the price of a 3 month future on the FTSE-100?

(ii) If the current market price of a 3 month FTSE future is 6080, what strategy might one run to derive an arbitrage profit?

Reference no: EM132774706

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