Futures are overpriced by 0.44%. The risk-free rate is 2.36%. What should be the return of a

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Futures are overpriced by 0.44%. The risk-free rate is 2.36%.

What should be the return of a cost-of-carry long hedge held to maturity?

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Investment Analysis and Portfolio Management

ISBN: 978-0538482387

10th Edition

Authors: Frank K. Reilly, Keith C. Brown

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Posted Date: Jul 12, 2023 03:45 AM

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Futures are overpriced by 0.44%. The risk-free rate is 2.36%. What should be the return of a

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Investment Analysis and Portfolio Management

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