Question
The following information is available on a forward contract: spot price of the underlying asset is $50, risk-free rate is 6.5%, contract duration is 3
The following information is available on a forward contract: spot price of the underlying asset is $50, risk-free rate is 6.5%, contract duration is 3 years. Forward price of the underlying asset and value of forward at initiation are closest to:
| 50; 41
| ||
| 41; 0
| ||
| 41; 60
| ||
| 60; 0
|
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Lending Investments And The Financial Crisis
Authors: Elena Beccalli, Federica Poli
1st Edition
1349564982, 978-1349564989
