D Question 2 1 pts ABC, a silver company, needs to raise cash to finance part of its investments. To this end, ABC wants to enter a swap with Citi t0: Citi will give ABC an amount of $2,074,677. ABC will give Citi 697 pounds of Silver (serving as collateral). t-1: ABC will pay Citi an amount K. Citi will return all the Silver to ABC. Assume that Silver has a continuous convenience yield of 6.38%. The current price of 1 pound of silver is $828.36. The CCIR is 2.86%. What is the no-arbitrage value of K? Note: margin of error here +/- 2%. D Question 2 1 pts ABC, a silver company, needs to raise cash to finance part of its investments. To this end, ABC wants to enter a swap with Citi t0: Citi will give ABC an amount of $2,074,677. ABC will give Citi 697 pounds of Silver (serving as collateral). t-1: ABC will pay Citi an amount K. Citi will return all the Silver to ABC. Assume that Silver has a continuous convenience yield of 6.38%. The current price of 1 pound of silver is $828.36. The CCIR is 2.86%. What is the no-arbitrage value of K? Note: margin of error here +/- 2%