Question: need help from excel expert please Current quotes on the Travis 1-Stock Index are spot =$250 and 6 -month futures =$244. The 6month risk-free rate

need help from excel expert please Current quotes on the Travis

need help from excel expert please

Current quotes on the Travis 1-Stock Index are spot =$250 and 6 -month futures =$244. The 6month risk-free rate in the US is 3.0% per year, continuously compounded. Dividends yield for the index over the coming 6-month period is forecasted to be 5% per year, continuously compounded. the following: a. What is the arbitrage-free 6 -month futures price? (10 points) b. What is the potential arbitrage profit? (10 points) c. List the 2 basic trades (long/short on which) that an arbitrageur would take to exploit

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