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the risk-free rate of interest is 8% per annum with continuous compounding for all maturities. An investor has just taken a short position in a
the risk-free rate of interest is 8% per annum with continuous compounding for all maturities. An investor has just taken a short position in a six-month forward contract on the stock. a) What are the forward price and the initial value of forward contract?
the risk-free rate of interest is 8% per annum with continuous compounding for all maturities. An investor has just taken a
short position in a six-month forward contract on the stock.
a) What are the forward price and the initial value of forward contract?
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An Introduction To Socio-Finance
Authors: Jørgen Vitting Andersen, Andrzej Nowak
2013th Edition
3642419437, 978-3642419430
