Question
the spot price of gold is 15.50 per ounce. the storage costs are proportional and equal to 1.65 per annum continously compounded. assuming that interest
the spot price of gold is 15.50 per ounce. the storage costs are proportional and equal to 1.65 per annum continously compounded. assuming that interest rates are 6.05% per annum for all maturities, calculate the futures price of gold for delivery in 11 months.
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The 3 Signal The Investing Technique That Will Change Your Life
Authors: Jason Kelly
1st Edition
0142180955, 978-0142180952
