Suppose that you enter into a 6-month forward contract on a non-dividend-paying stock when the stock price

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Suppose that you enter into a 6-month forward contract on a non-dividend-paying stock when the stock price is $30 and the risk-free interest rate (with continuous compounding) is 12% per annum. What is the forward price?

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 21, 2024 08:00 AM

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Suppose that you enter into a 6-month forward contract on a non-dividend-paying stock when the stock price

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Options Futures And Other Derivatives

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