A 15-month futures contract on an equity index is currently trading at USD 3,767.52. The underlying index is currently valued at USD 3,625 and has a annually compounded dividend yield of 6% per year. The annually compounded risk-free rate is 5% per year. Assuming no transactions costs, what is the potential arbitrage profit per contract and the appropriate strategy? | Financial Risk Manager Part 1 Quiz - LeetQuiz