Question
A single-stock futures contract on a non-dividend-paying stock with current price $110 has a maturity of 1 year. If the T-bill rate is 6%, what
A single-stock futures contract on a non-dividend-paying stock with current price $110 has a maturity of 1 year.
If the T-bill rate is 6%, what should the futures price be? What should the futures price be if the maturity of the contract is 6 years?
What should the futures price be if the interest rate is 9% and the maturity of the contract is 6 years?
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The Dark Side Of Valuation
Authors: Aswath Damodaran
3rd Edition
0134854101, 9780134854106
