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1)A non-dividend-paying stock has a current share price of $50.19 and a futures price of $51.01. If the maturity of the futures contract is four
1)A non-dividend-paying stock has a current share price of $50.19 and a futures price of $51.01. If the maturity of the futures contract is four months, what is the risk-free rate?
2)A stock has a current share price of $35.18 and a dividend yield of 1.6 percent. If the risk-free rate is 4 percent, what is the futures price if the maturity is four months? |
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