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Assume that the underlying asset is an investment asset with no storage cost. The information of the stock price, maturity of the forward contract, and
Assume that the underlying asset is an investment asset with no storage cost. The information of the stock price, maturity of the forward contract, and risk-free rate is provided below: Based on the above information and the cost of carry model, which of the following is closest to the correct No-Arbitrage Forward Price (F0 )? (A) 129.99 (B) 110.77 (C) 0 (D) 9.60
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