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Two futures contracts with two and three months maturity are traded on a financial asset without any intermediate payout. The price for these contracts are

Two futures contracts with two and three months maturity are traded on a financial asset without any intermediate payout. The price for these contracts are F2= $100 and F3= $101, respectively. What is the spot price of the underlying asset today? Assume the continuously compounded risk-free rate is the same for both contracts.

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