A non-dividend-paying stock has a current share price of $45.21 and a futures price of $45.78. If the maturity of the futures contract is six
A non-dividend-paying stock has a current share price of $45.21 and a futures price of $45.78. If the maturity of the futures contract is six months, what is the risk-free rate? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Risk-free rate %
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Authors: Bruce Tuckman, Angel Serrat
3rd Edition
0470891696, 978-0470891698
