What would be your implied (repo) rate on a stock index arbitrage, if the underlying...

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Finance

What would be your implied (repo) rate on a stock index arbitrage, if the underlying index' log dividend yield is 3%, the log risk free rate is 2%, the underlying index' spot value is 51 and the price of one contract of 229-day futures is 2,572? One contract is equivalent to 50 times the underlying index' value.

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