Question
Given the following below, spot =R100, Risk free rate =10%, maturity =1 year, after 4 months the new spot price is R140. what will be
Given the following below, spot =R100, Risk free rate =10%, maturity =1 year, after 4 months the new spot price is R140. what will be the profit/loss to the short position in month 4?
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Financial Institutions Management A Risk Management Approach
Authors: Anthony Saunders, Marcia Millon Cornett
9th edition
1259717771, 1259717772, 9781260048186, 1260048187, 978-1259717772
