An investment asset provides an income of $2 at the end of the first year and at the end of the second year, its spot
An investment asset provides an income of $2 at the end of the first year and at the end of the second year, its spot price $30 and the risk-free rate for all maturities (with continuous compounding) is 10%. What is the 3-year forward price?
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Authors: George H. Pink
6th Edition
1567939651, 978-1567939651
