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Suppose a one unit investment in a portfolio that tracks shares listed in the London Stock Exchange costs 970 and provides a continuous dividend income

Suppose a one unit investment in a portfolio that tracks shares listed in the London Stock Exchange costs 970 and provides a continuous dividend income of 3.5% p.a. The risk-free interest rate in the market is 1%. Find the rational price for a forward contract to buy one unit in the portfolio 1 year from now (round your answer to the second decimal place).

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