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A while ago, you entered into a long futures position at an original futures price of $50, and after some time has passed, the
A while ago, you entered into a long futures position at an original futures price of $50, and after some time has passed, the futures price is now at $55. If the contract expires 16 months from now and the continuously compounded risk-free rate is 4% per annum, the current value of your futures contract position is: $55 O $4.74 0$4.90 O $50
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Intermediate Financial Management
Authors: Brigham, Daves
10th Edition
978-1439051764, 1111783659, 9780324594690, 1439051763, 9781111783655, 324594690, 978-1111021573
