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The ( hypothetical ) ABC index spot price is currently at 1 3 0 2 and the continuously compounded riskfree rat observed futures price on
The hypothetical ABC index spot price is currently at and the continuously compounded riskfree rat observed futures price on the index is What is the implied annual dividend yield per annual? answer should be in term, with decimal places. For example: if your answer is you should fill in instead of QUESTION Assume the following: Current spot exchange rate: AUD CNY The riskfree rate in Australia is pa and in China is paassume both rates are compounded continuously Find the fair price for the forward contract in months assuming CNY is the domestic currency. Keep your answer to decimal places
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