Futures Price [5] Suppose that storing the physical asset has a cost of c in the period

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Futures Price [5]

Suppose that storing the physical asset has a cost of c in the period from t to T.

Show that the futures price satisfies F = 5(1 4- r) + c

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Lectures On Corporate Finance

ISBN: B00RGENH5I

1st Edition

Authors: Peter L Bossaerts ,Bernt Arne Odegaard

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Question Posted: Oct 25, 2024 06:00 AM

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Futures Price [5] Suppose that storing the physical asset has a cost of c in the period from t to T. Show that the futures price satisfies F = 5(1 4- r) + c
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Futures Price [5] Suppose that storing the physical asset has a cost of c in the period

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