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A calculation problem of arbitrage of non-dividend stock futures
The answers on the first floor are all nonsense.

Sorry, your number is wrong.

Futures delivery is based on the price when the futures are sold, that is, the price in 35 yuan, multiplied by 100 shares, that is, 3,500 yuan.

Borrowed 3000 yuan, 30 yuan bought 100 shares. Because the annual interest rate is 5%, he will pay back 3300 yuan after two years.

35 yuan sold 100 futures shares and waited for delivery, and delivered 3,500 yuan two years later.

The total * * * process profit is 200.