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One year ago, an investor sold a 2-year forward contract on a 2-year European call option (strike of $44.21) on one Jupiter Corp share -

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One year ago, an investor sold a 2-year forward contract on a 2-year European call option (strike of $44.21) on one Jupiter Corp share - that is, the underlying asset of the forward is one (long) call and the underlying asset of the call is one Jupiter Corp share and the forward and the call mature at the same time. Assume that: the current Jupiter Corp share price is $42.00 and no dividends have been paid in the past and none are expected to be paid in the future the current price of a 1-year European put option (strike of $44.21) on one Jupiter Corp share is $2.30 the current value of the investor's forward contract is $1.80 the risk-free rate is 10% per annum. Calculate the value of the investor's forward contract at maturity assuming the Jupiter Corp stock price at that time is $45.95 ? Please note: This is not an option on a forward. One year ago, an investor sold a 2-year forward contract on a 2-year European call option (strike of $44.21) on one Jupiter Corp share - that is, the underlying asset of the forward is one (long) call and the underlying asset of the call is one Jupiter Corp share and the forward and the call mature at the same time. Assume that: the current Jupiter Corp share price is $42.00 and no dividends have been paid in the past and none are expected to be paid in the future the current price of a 1-year European put option (strike of $44.21) on one Jupiter Corp share is $2.30 the current value of the investor's forward contract is $1.80 the risk-free rate is 10% per annum. Calculate the value of the investor's forward contract at maturity assuming the Jupiter Corp stock price at that time is $45.95 ? Please note: This is not an option on a forward

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