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If in Cash market price of share of ABC ltd is $1000, risk free rate is 10% pa and maturity period of futures is 3
If in Cash market price of share of ABC ltd is $1000, risk free rate is 10% pa and maturity period of futures is 3 months what would be the fair price of the futures of ABC ltd taking the value of e as 2.71?
Select one: a. $1002.30 b. $ 1010.50 c. $1006.25 d. $1009.80
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