1) (30 points) Consider a stock (A) with known initial price S0=$1000 and suppose that the random stock prices S1,S2, and S3 during the next 3 months respectively are independent | and identically distributed random variables that have the uniform distribution over [500, 1500]. Compounding and discounting is done monthly with interest rate 5% per month. You have a financial obligation to deliver (short position) 5,000 shares of this stock after 3 months. a) (5 points) What is the forward price of this stock for delivery in 3 months? 1) (30 points) Consider a stock (A) with known initial price S0=$1000 and suppose that the random stock prices S1,S2, and S3 during the next 3 months respectively are independent | and identically distributed random variables that have the uniform distribution over [500, 1500]. Compounding and discounting is done monthly with interest rate 5% per month. You have a financial obligation to deliver (short position) 5,000 shares of this stock after 3 months. a) (5 points) What is the forward price of this stock for delivery in 3 months