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III. Excel (note I do not want numbers typed in; but formulas so I can see your logic) Make sure that the calculations are done

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III. Excel (note I do not want numbers typed in; but formulas so I can see your logic) Make sure that the calculations are done in Excel, and that the formulas you use are in the cells. If you simply have values in all the cells you will not get credit for this part of the assignment. a.) Fair Forward Price (spreadsheet tab "Forwards") Input information Asset Price $88.22 Assume the interest rate is 2.35% compounded continuously for all maturities. Assume the asset pays a fixed dividend of $13 in 1 month, and $14 in 7 months. Output Calculate the fair market forward price for: a 2-month forward, a 6-month forward, and a 1-year forward B C D 10 Fair 6 month Forward 11 Fair 1 year Forward 13 15 Arbitrage 16 Traded (Actual) Forward Prices 2 month 6 month 1 year 75.25 71.77 64.34 Net Outflows Net Inflows III. Excel (note I do not want numbers typed in; but formulas so I can see your logic) Make sure that the calculations are done in Excel, and that the formulas you use are in the cells. If you simply have values in all the cells you will not get credit for this part of the assignment. a.) Fair Forward Price (spreadsheet tab "Forwards") Input information Asset Price $88.22 Assume the interest rate is 2.35% compounded continuously for all maturities. Assume the asset pays a fixed dividend of $13 in 1 month, and $14 in 7 months. Output Calculate the fair market forward price for: a 2-month forward, a 6-month forward, and a 1-year forward B C D 10 Fair 6 month Forward 11 Fair 1 year Forward 13 15 Arbitrage 16 Traded (Actual) Forward Prices 2 month 6 month 1 year 75.25 71.77 64.34 Net Outflows Net Inflows

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