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The IF500 stock index pays no dividends. The continuously compounded risk free rate is 5%. The spot price of the index is 2,016.00. What is
- The IF500 stock index pays no dividends. The continuously compounded risk free rate is 5%. The spot price of the index is 2,016.00.
What is the 18-month forward price of the IF500 stock index?
- The RP3000 stock index has a current price of 1,898.60. The two-year forward price of the index is 2,016.00. The continuously compounded risk-free rate is 5%. The stock index pays dividends continuously at a rate of per year.
Determine .
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