Future price be in order than no arbitrage opportunity exist

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Reference no: EM131552719

Suppose that an Intel single-stock futures contract expires in 3 months, and Intel does not pay a cash dividend prior to expiration. The spot price of Intel is $27.57 per share, and the annualized risk-free rate (continuously compounded) is 2%. What must the futures price be in order than no arbitrage opportunity exist?

Reference no: EM131552719

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