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3. eyrek .Gelir salamayan bir yatrm varlnn spot fiyat 30$'dr ve tm iin risksiz oran vadeler (srekli bileik ile) %10'dur. a) yllk srenin en yakn

3. eyrek .Gelir salamayan bir yatrm varlnn spot fiyat 30$'dr ve tm iin risksiz oran vadeler (srekli bileik ile) %10'dur. a) yllk srenin en yakn yzdesi nedir? ileri fiyat? b) Varln ilk yl sonunda 2 ABD Dolar getiri saladn varsayalm. ikinci yln sonunda, imdi vadeli fiyat ne olurdu? C) 3. soruda a'nn deeri nedir? teslimat fiyat 30 $ olan yllk bir forward szlemesinin en yakn senti?

Ltfen (A - B ve C) Ksmn Cevaplaynz Teekkrler

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