A riskless stock index arbitrage profit is possible if the following condition holds: A) F_0,T = S₀(1 + r_f - d)^T B) F_0,T S₀(1 + r_f - d)^T C) F_0,T

Question

A riskless stock index arbitrage profit is possible if the following condition holds: A) F_0,T = S₀(1 + r_f - d)^T B) F_0,T > S₀(1 + r_f - d)^T C) F_0,T < S₀(1 + r_f - d)^T D) a and b E) b and c

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The Answer of A riskless stock index arbitrage profit is possible if the following condition holds: A) F_0,T = S₀(1 + r_f - d)^T B) F_0,T > S₀(1 + r_f - d)^T C) F_0,T < S₀(1 + r_f - d)^T D) a and b E) b and c

A Riskless Stock Index Arbitrage Profit Is Possible If the Following