Question
That is, a share listed today at 51. There is a 1-year forward on this share. The continuous compounding interest rate is 3%. What would
That is, a share listed today at 51. There is a 1-year forward on this share. The continuous compounding interest rate is 3%. What would be your arbitrage gain if this forward is traded on the market today at 52.
Could you please answer me with an excel document ?
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Investments
Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey
6th Edition
8120321014, 978-8120321014
