Suppose that the risk-free interest rate is 5% per annum with continuous compounding and that the Z dividend yield on a stock index is 3% per annum. The index is standing at 27.What is the theoretical price for this futures contract deliverable in six months? A long 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 risk-free interest rate (with continuous compounding) is 8%. What is the value of the long forward contract? for wardgoptracpthatwas negotaed someting aggilhexpiein threemon is and hasa nice of 80 The curtent forwend price for airec-onth for ard gontract is Saa iue isserce terestaate (witk continuods.comtpouraing is&%. WhaCs the value ofahe short lorward contraet? Apmexichagepeteris 07000 gad the domeKat s be six-merulPfolasad ate Gpreshe&witiLeobrinuods iSoreign sk Ared inderdstor eideser dungy The interest rates in Switzerland and the United States are 1 % and 2 % per annum, respectively, with continuous compounding. The spot price of the Swiss franc is $1.0600. What is the theoretical futures price for a contract deliverable in two months