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An investor has Fibra Uno (FUNO) certificates, which he hopes to sell in the event that the global economic slowdown worsens in the coming months,
An investor has Fibra Uno (FUNO) certificates, which he hopes to sell in the event that the global economic slowdown worsens in the coming months, to protect his portfolio he decides to contract a 90-day forward, aware that free rates risk is at 7.7%, that the price of the certificate is $ 31.05 and that it could pay a dividend of $ 0.5755 per certificate, in the period. What price could you insure? a) $ 31.0611 b) $ 31.0722 c) $ 31.6477 d) $ 32.8327
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