Explore BrainMass

arbitrage profit

This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

Please help with this question.

A one year oil futures contract is selling for $74.5 . Spot oil prices are $68 and the one year risk free rate is 3.25%. The arbitrage profit implied by these prices is________?

© BrainMass Inc. brainmass.com March 21, 2019, 8:56 pm ad1c9bdddf

Solution Summary

This tutorial briefly solves an arbitrage profit.