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The current value of a nondividend-paying stock index is 1100, and the continuously compounded risk-free interest rate is 5%. Calculate the theoretical six-month forward price.
The current value of a nondividend-paying stock index is 1100, and the continuously compounded risk-free interest rate is 5%. Calculate the theoretical six-month forward price. O A. 1046.35 B. 1072.84 O C. 1100 O D. 1127.85 O E. 1156.40
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