ken: Borrow money to buy spot. Simultaneously sell the futures. While carrying the spot asset, some income

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ken: Borrow money to buy spot. Simultaneously sell the futures. While carrying the spot asset, some income might be received. At maturity of the futures contract, use the spot to deliver on the futures contract.

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Project Management A Systems Approach to Planning Scheduling and Controlling

ISBN: 978-0470278703

10th Edition

Authors: Harold Kerzner

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Posted Date: Dec 17, 2020 04:45 PM

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ken: Borrow money to buy spot. Simultaneously sell the futures. While carrying the spot asset, some income

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Cash and Carry arbitrage seeks to exploit pricing inefficiencies between spot and future... View the full answer

Project Management A Systems Approach to Planning Scheduling and Controlling

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