The spot price of gold is 1,784.70 and the three-month gold futures price is 1,796.23. It...
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The spot price of gold is 1,784.70 and the three-month gold futures price is 1,796.23. It is known that these prices satisfy spot-futures parity. a. What should be the one-month gold futures price? 1,788.54 b. What should be the six-month gold futures price? 1,807.83 c. What should be the one-year gold futures price? 1,831.27 The spot price of gold is 1,784.70 and the three-month gold futures price is 1,796.23. It is known that these prices satisfy spot-futures parity. a. What should be the one-month gold futures price? 1,788.54 b. What should be the six-month gold futures price? 1,807.83 c. What should be the one-year gold futures price? 1,831.27
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