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Price a 1 year forward, with continuous compounding risk free rate of 5%, spot price of $1 and a dividend of $0.10 after 6 months.
Price a 1 year forward, with continuous compounding risk free rate of 5%, spot price of $1 and a dividend of $0.10 after 6 months. The price is _______.
| 0.93 | ||
| 1.75 | ||
| 0.95 | ||
| 1.05 |
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Meetings Expositions Events And Conventions An Introduction To The Industry
Authors: George Fenich
5th Edition
0134735900, 9780134735900
