Question
The annual storage cost for a commodity in terms of a continuous yield is 2.6%. The spot price for a commodity is $173. The continuously
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The annual storage cost for a commodity in terms of a continuous yield is 2.6%. The spot price for a commodity is $173. The continuously compounded risk-free rate is 3.5%. What is the 9-month commodity futures price?
| A. | $172 | |
| B. | $181 | |
| C. | $186 | |
| D. | $174 |
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Fearless Finances A Timeless Guide To Building Wealth
Authors: Cassandra Cummings
1st Edition
1400230381, 978-1400230389
