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A futures contract: the maturity date T, the current time t, the current price of the underlying asset S, the execution price K, the risk-free
A futures contract: the maturity date T, the current time t, the current price of the underlying asset S, the execution price K, the risk-free interest rate R. The present value of dividend income generated by the underlying asset is I. The risk-free interest rates is 10%.
(1) Suppose the present value of the dividend income of the underlying asset is I, write the calculation formula of the theoretical value f and price F, and deduce it by the combination setting.
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