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Suppose you sell a five-month forward contract at $35. One month later, new forward contracts with similar terms are trading for $30. The continuously compounded

Suppose you sell a five-month forward contract at $35. One month later, new forward contracts with similar terms are trading for $30. The continuously compounded risk-free rate is 4.83 percent. What is the value of your forward contract?

1) 4.96

2) 5.00

3) 4.92

4) 4.55

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