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The GSCI Commodity Index is computed from returns of holding a diversified index of commodities. Compute the one year forward price for this index if

The GSCI Commodity Index is computed from returns of holding a diversified index of commodities.

Compute the one year forward price for this index if the spot price is $1,000 and the continuously compounded annual rates for the various costs and benefits of carrying the underlying are 4% for interest rates, 6% for storage costs, and 2% for convenience yield?

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