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Commodity: S. Rf time period Gold $ 1,336.00 0.20% 6 months 12 months per month Given the above information, calculate the forward price of gold
Commodity: S. Rf time period Gold $ 1,336.00 0.20% 6 months 12 months per month Given the above information, calculate the forward price of gold at 6 months and 12 months F. at 6 mths F. at 12 mths Given the following: $ 1,360 futures price quoted at this level Describe the arbitrage strategy that could be executed to lock in a riskless profit for 6 months SHOW ALL COMPUTATIONS FOR ARB STRATEGY Commodity: S. Rf time period Gold $ 1,336.00 0.20% 6 months 12 months per month Given the above information, calculate the forward price of gold at 6 months and 12 months F. at 6 mths F. at 12 mths Given the following: $ 1,360 futures price quoted at this level Describe the arbitrage strategy that could be executed to lock in a riskless profit for 6 months SHOW ALL COMPUTATIONS FOR ARB STRATEGY
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