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02) The (c.c.) interest rate r = 3% and T = 6 months. Give all answers to the nearest $0.01. a) (2 marks) TFS pays no dividends, and the spot price So = $50. Find Fot. - max(so-kio). 50:50 K=6 r=3% -% (50-3-6) = 4.82 3.58 = 11.38=50-6-610.ok 60001-50 +11.38-1.58 58 5/6 =-0.01 So 3/0.9966 = =un b) (2 marks) TFS pays continuously compounded dividends d = 2%, the spot price So = $50. Find F,T. 1092. - 11.41-60-den--100 y too.49-100 -0.01X0.5 = log.49 -99.50 , so 46(2% - 0.05=0.99 so 1/1.oos=0.99 so-3,14 x6x2=12.32 c) (2 marks) TFS pays a single dividend of $4 at time t = 3 months, the forward price For = $50. Find the spot price So. the Foot=50 -30% Kay Porca a 5.59=y-oetrt_sos v=3% =0,01 andt=3m. sos. 54= 6-4-0.01x0.25 5.59=ueiro.0025 - 50 so 50.52-5070032 d) (2 marks) TFS pays no dividends and Cas = $9.00. Find Pas (both options are European and expire at time T). Pus-cus P45-9.00 = 36 e) (2 marks) Assume the (c.c.) interest rate r is unknown (instead of 3%) and TH pays no dividends. The forward price is For = $50, Css = $2.50 and Pss = $7.25 Find r(to 3 decimals). (The options expire at time T.)