NCE4477 - Derivatives and Risk Management (2020/2021 Fall le ashboard / My courses / FNCE4477.1201.001.REG / Part II - Forward commitments / Quiz03 Quiz navig Question 16 The no-arbitrage price of a futures contract with a spot rate of 990, a time to maturity of 2 years, and a discrete risk-free-rate of 5% is closest to: 1 2 of complete 10 11 Marked out of 00 Select one: O a. S1.133 19 20 question b. $1.091 c. $1.040 Finish atten O d. $1.198 Time left 1:0 Check Previous page Next page Ch.10 - Forward and Futures O