(Steps Shown) Go to Bloomberg and type FV Go. It will give you a Fair Value table for futures on major indice8: Spot index price, theoretical no arbitrage
Question: Go to Bloomberg and type FV Go. It will give you a Fair Value table for futures on major indice8: Spot index price, theoretical no arbitrage futures price for a given spot index price and finally an actual futures price. How would you arbitrage if there is a discrepancy between theoretical and actual price of SP future say SPZ7 Index. Submit the printouts.
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Deliverable: Word Document 