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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

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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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