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(b) in this question, we study cold contracts (bil) in the following table, you find the term structure of zero coupon Treasury rates. Find the

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(b) in this question, we study cold contracts (bil) in the following table, you find the term structure of zero coupon Treasury rates. Find the future price of gold at each maturity on November 18, 2021, each ounce of cold was priced at $1859 10. Find the gold future price, by only considering the interest rate enore the convenience viled and storage costs:) Treasury Rates and Futures Prices Gold Price $ 1.859.10 Months Treasury rate) Gold Future Price 12 0.18% 0.12% 0.05% 0.05N 0.06 (b.) The COMEX Gold Futures contract for maturity in one year closed at 1861.40 on November 18, 2021. What do we learn about the convenience yield of gold? Assume that the storage cost is y Future price in the data $ 1,861.40 (b) Does gold have a nortero convenience yield? Why? (b. IV) Do you see the same problem that we had with VIX futures here? Why? (b) in this question, we study cold contracts (bil) in the following table, you find the term structure of zero coupon Treasury rates. Find the future price of gold at each maturity on November 18, 2021, each ounce of cold was priced at $1859 10. Find the gold future price, by only considering the interest rate enore the convenience viled and storage costs:) Treasury Rates and Futures Prices Gold Price $ 1.859.10 Months Treasury rate) Gold Future Price 12 0.18% 0.12% 0.05% 0.05N 0.06 (b.) The COMEX Gold Futures contract for maturity in one year closed at 1861.40 on November 18, 2021. What do we learn about the convenience yield of gold? Assume that the storage cost is y Future price in the data $ 1,861.40 (b) Does gold have a nortero convenience yield? Why? (b. IV) Do you see the same problem that we had with VIX futures here? Why

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