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The Only Significant Cost of Storing Gold Is the Interest

Question 106

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The only significant cost of storing gold is the interest on the money you have tied up in it.Suppose you can borrow money at 10% to buy gold and that today's price of gold is $460 per troy ounce.Gold futures contracts are available now.The future for delivery in six months is at $480,and the future for delivery in twelve months is at $506.Devise two ways you might exploit this situation to make an excess profit.Are there risks involved?

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Fair value of six month gold contract = ...

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