Question
Assume the current stock price is $110 and the (log) risk-free rate is 6% annualized. Further assume that this stock does not pay dividends. What
Assume the current stock price is $110 and the (log) risk-free rate is 6% annualized. Further assume that this stock does not pay dividends. What is the no-arbitrage futures price for the 6-month futures contract? Group of answer choices $110.06 $113.35 $103.77 $116.60
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The Meaningful Money Handbook
Authors: Pete Matthew
1st Edition
0857196510, 978-0857196514
