6. What should be the current price of the underlying instrument for an instrument with no income (dividends), if the current market price of the six-month futures contract for this instrument is PLN 50 , the six-month interest rate (continuous interest) is 6% and the potential profit from arbitrage is 0 . a) 50PLN b) not possible to calculate (not enough information). c) 48.52 PLN त) 51.53 PLN

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