1. a)Calculate the profit for long position in three contracts of Dec FKLI that was initially traded at 1670 and closed when FBM KLCI is 1692. (4 Marks)

b)What is the value of four contracts of March 2022 FCPO that is currently quoted at RM4100 per metric ton? (2 Marks)

c)Find the quoted price for FKB3 if the required yield on the KLIBOR Futures is 4.5% per annum. (2 Marks)

d)Find the dividend rate if the price of FKLI contract that matures in 3 months is quoted at 1721. FBM KLCI is currently quoted at 1713 and the risk free rate is 3% per annum. Assume all interest rate is simple rate.

(4 Marks)

1. a. Calculate the profit for long position in three contracts of Dec FKLI that was initially traded at 1670 and closed when FBM KLCI is 1692. (4 Marks) b. What is the value of four contracts of March 2022 FCPO that is currently quoted at RM4100 per metric ton? (2 Marks) C. Find the quoted price for FKB3 if the required yield on the KLIBOR Futures is 4.5% per annum. (2 Marks) d. Find the dividend rate if the price of FKLI contract that matures in 3 months is quoted at 1721. FBM KLCI is currently quoted at 1713 and the risk free rate is 3% per annum. Assume all interest rate is simple rate. (4 Marks)