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El da de hoy usted pacto una posicin larga en un futuro a un ao, a precio justo, sobre una accin de Cisco que paga

El da de hoy usted pacto una posicin larga en un futuro a un ao, a precio justo, sobre una accin de Cisco que paga dividendos fijos de 10.00 USD a 5 meses y 9 meses. El precio de la accin el da de hoy es de 60.00 USD, la tasa libre de riesgo es del 8.00% continua y constante a lo largo del periodo.

Si dentro de 6 meses el Spot price es de $55.00 y las tasas de inters se mantienen igual, Cul sera el valor del contrato?

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