=+6. The risk-free fixed rate of interest is 2% p.a. with continuous compounding and the dividend yield

Question:

=+6. The risk-free fixed rate of interest is 2% p.a. with continuous compounding and the dividend yield on a share of an XYZ company is 4% p.a. with continuous compounding (i.e. the asset pays a continuously compounded interest on its instant price). The current value of the share is £100. What is the one-year forward price for one share of this type?

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