= Explain why the futures price Ft of a stock (without paying dividend) with price St satisfies Ft = St e ri-t) where r is the risk-free rate, and T is the maturing date. Can you use the same arguments to price all other types of futures contracts? Furthermore, if the stock price St follows a Geometric Brownian a Motion, what is the process followed by the futures price Ft Interpret your result. = Explain why the futures price Ft of a stock (without paying dividend) with price St satisfies Ft = St e ri-t) where r is the risk-free rate, and T is the maturing date. Can you use the same arguments to price all other types of futures contracts? Furthermore, if the stock price St follows a Geometric Brownian a Motion, what is the process followed by the futures price Ft Interpret your result