Question 15 A short forward contract that was negotiated some time ago will expire in three months and has a delivery price of $40. The current forward price for three month forward contract is $42. The three-month risk-free interest rate (with continuous compounding) is 8%. What is the value of the short forward contract? Not yet answer Marked out of 1.00 Flag questio Select one: O a. +$2.00 O b. -$2.00 O c. +$1.96 O d. $1.96