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Of course not. In arbitrage you are both a buyer and seller. Real arbitrage would be, for instance:

1. Get a bank to loan you at 0 percent.

2. Buy something liquid.

3. Sell said something.

4. Loan the money to another bank at >0 percent. (ie, buy a CD.)

...it's still stupid, because if they caught on to your shenanigans, that zero would turn into 29.95% overnight and you'd lose a pile of money trying to unwind the mess. The unavoidable problem is step #2. Good luck buying anything except for treasury bills that don't immediately drop 5 percent or more in value the minute you purchase it.



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