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Question 5 stion 5 Bookmark this page Homework due Aug 1 , 2 0 2 4 0 2 : 1 2 CDT Question 5 0
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Suppose the month and month future prices for oil are $ and $ per barrel. Assume the spot interest rates are the same for the first three months and equal to annualized continuously compounded
What is the net convenience yield on storing oil implied by the market data?
Note that in Excel, to get the natural logarithm of a given number you should use LN Using LOG will return a wrong number.
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