问题如下：
5. Based on Exhibit 2, Troubadour should find that an arbitrage opportunity relating to TSI shares is
选项：
A.not available.
B.available based on carry arbitrage.
C.available based on reverse carry arbitrage.
解释：
A is correct.
The carry arbitrage model price of the forward contract is FV(S0) = S0(1 + r)T= $250(1 + 0.003)0.75 = $250.562289.
The market price of the TSI forward contract is $250.562289. A carry or reverse carry arbitrage opportunity does not exist because the market price of the forward contract is equal to the carry arbitrage model price.
这道题已经提到3个月后，也就是3M后的那天才是t=0现在时刻，为什么都按照3个月前的计算？即使有套利机会，都已经到了3个月后，也没办法按照当时的价格套利了。。为什么本题不是基于3个月后的情景作为t=0呢？
