show excel calculations Determine the Fair Value of the following futures contracts. Put your calculations in the
Get step-by-step solutions with AI-powered insights and expert guidance to help you understand core concepts.
Question:
show excel calculations
Determine the "Fair Value" of the following futures contracts. Put your calculations in the shaded areas. Date 10/15/20 GCZ1 Delivery December 2021 Gold 12/1/21 12/31/21 1895.50 USD 0.40% Spot Gold Interest rate Time (T) Value (F) ESM1 June 2021 S&P 500 6/18/21 3451.15 0.30% Delivery Spot S&P 500 Interest rate Dividends Time (T) Value (F) 40.89 Determine the "Fair Value" of the following futures contracts. Put your calculations in the shaded areas. Date 10/15/20 GCZ1 Delivery December 2021 Gold 12/1/21 12/31/21 1895.50 USD 0.40% Spot Gold Interest rate Time (T) Value (F) ESM1 June 2021 S&P 500 6/18/21 3451.15 0.30% Delivery Spot S&P 500 Interest rate Dividends Time (T) Value (F) 40.89
Posted Date: