Question
A non-dividend paying stock is currently priced at $36.69. The risk-free rate is 4.2 percent and the futures contract on the stock matures in five
A non-dividend paying stock is currently priced at $36.69. The risk-free rate is 4.2 percent and the futures contract on the stock matures in five months. What price should the futures be? (Round to 2 decimal places).
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Finance
Authors: Angelico Groppelli, Ehsan Nikbakht
2nd Edition
0812043731, 978-0812043730
