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The spot price of an asset is $500 and the risk-free rate for all maturities is 3% with continuous compounding. The asset provides an income

The spot price of an asset is $500 and the risk-free rate for all maturities is 3% with continuous compounding. The asset provides an income of $20 in six months, and again in one year. What is todays forward price of the asset for delivery in one year immediately after the second $20 payment is made?

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