Question
three months ago, ward took a short position in a one year forward for the stock of eurotech at a forward price of 45 per
three months ago, ward took a short position in a one year forward for the stock of eurotech at a forward price of 45 per share. The stock of eurotech today is 43.50 per share. if the value of the forward today to ward is 1.00, compute the implied risk free continously compounded interest rate.
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Public Finance A Contemporary Application of Theory to Policy
Authors: David N Hyman
11th edition
9781305474253, 1285173953, 1305474252, 978-1285173955
