Question
GOOG currently trades for $687 per share and pays a dividend of $9 in six months. The riskless rate of interest is 5% per year
GOOG currently trades for $687 per share and pays a dividend of $9 in six months. The riskless rate of interest is 5% per year c.c. What is the fair value of a futures contract on GOOG maturing in 14 months?
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Investments Analysis and Management
Authors: Charles P. Jones
12th edition
978-1118475904, 1118475909, 1118363299, 978-1118363294
