2. Suppose that the forward ask price for March 20 on euros is $0.9127 at the same time that the price of IMM euro futures for delivery on March 20 is $0.9145. How could an arbitrageur profit from this situation? What will be the arbitrageur's profit per futures contract (size is ?125,000)?© BrainMass Inc. brainmass.com June 3, 2020, 9:17 pm ad1c9bdddf
Since the futures price exceeds the forward rate, the ...
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