Question
The spot price of an investment asset that provides no income is $52 and the risk-free rate for all maturities (with continuous compounding) is 3.5%.
The spot price of an investment asset that provides no income is $52 and the risk-free rate for all maturities (with continuous compounding) is 3.5%. What is the 4-month forward price?
A.
$45.2
B.
$52.6
C.
$51.4
D.
$59.8
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Private Debt Yield Safety And The Emergence Of Alternative Lending
Authors: Stephen L. Nesbitt
2nd Edition
1119944392, 978-1119944393
