Which of the following statements are true? Statement I Under the true distribution the forward price and

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Which of the following statements are true?

Statement I Under the true distribution the forward price and the expected spot price differ only on the risk premium.

Statement II The forward price can be obtained through spot price models.

(a) Only Statement I;

(b) Only Statement II;

(c) Both;

(d) Neither.

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Financial Modelling In Commodity Markets

ISBN: 9780367442866

1st Edition

Authors: Viviana Fanelli

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Question Posted: Jun 27, 2024 02:12 AM

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Which of the following statements are true? Statement I Under the true distribution the forward price and

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Financial Modelling In Commodity Markets

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