Suppose that the market price of risk for gold is zero. If the storage costs are 1

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Suppose that the market price of risk for gold is zero. If the storage costs are 1 % per annum and the risk-free rate of interest is 6% per annum, what is the expected growth rate in the price of gold? Assume that gold provides no income.

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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Suppose that the market price of risk for gold is zero. If the storage costs are 1

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