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1. You are given the following information: The current price of a stock is 500 The stock pays dividends continuously at a rate of The six-month forward price of the stock is 506.29 The price of a one-year zero coupon bond with a face value of 100 is 96.08 Determine the nine-month forward price of the stock. 2. The current exchange rate for US Dollars to Euros is: X0= $1.20/. The current price of a put option with a strike price of K=$1.25/ with six months to maturity is $0.36. The current Euro-denominated interest rate is 4%. The current US Dollar-denominated interest rate is 3\%. Determine the price of a call option with a strike price of K =$1.25/. 3. The current price of a non-dividend paying stock is 72.50 . We are given the following information about one-year options on that stock: The price of a call option with a strike price of 70 is X. The price of a put option with a strike price of 75 is Y. A portfolio is constructed with 3 long call options with a strike price of 65 and two long put options with a strike price of 80 . Determine the maximum cost of the portfolio. 1. You are given the following information: The current price of a stock is 500 The stock pays dividends continuously at a rate of The six-month forward price of the stock is 506.29 The price of a one-year zero coupon bond with a face value of 100 is 96.08 Determine the nine-month forward price of the stock. 2. The current exchange rate for US Dollars to Euros is: X0= $1.20/. The current price of a put option with a strike price of K=$1.25/ with six months to maturity is $0.36. The current Euro-denominated interest rate is 4%. The current US Dollar-denominated interest rate is 3\%. Determine the price of a call option with a strike price of K =$1.25/. 3. The current price of a non-dividend paying stock is 72.50 . We are given the following information about one-year options on that stock: The price of a call option with a strike price of 70 is X. The price of a put option with a strike price of 75 is Y. A portfolio is constructed with 3 long call options with a strike price of 65 and two long put options with a strike price of 80 . Determine the maximum cost of the portfolio