Assume that the price of gold is 340 yuan per gram, the capital cost is 10% per year, the gold transaction fee is 2 yuan per gram, and the leverage ratio of gold futures is 10 times.
This question is not practical.
The current gold price is 340/ g and your annual interest rate is 10%. It means that your cost has increased by 34, and the price after one year is 340+34=374.
So, you can do risk-free arbitrage at 374.