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Search: Posts Made By: Academic Actuary
Forum: Investment / Financial Markets 11-27-2017, 03:02 PM
Replies: 1
Views: 555
Posted By Academic Actuary
You need to know the change in the futures price...

You need to know the change in the futures price to determine the profit and that requires the maturity date to determine from the Index price. Did the problem have a solution?
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