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Reading 38 EOC #5
| So we believe the forward price should be $2.72, but it is actually $2.80. We enter a cash and carry arbitrage, okay. Now what I don’t understand is this whole paying and borrowing of storage costs. The payment of storage costs is a FV while the borrowed storage cost remains flat at .05. Can anyone make sense of this? |
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发表于 2013-4-1 14:02
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