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Use the website cmegroup.com for the following: 3.If the spot price for an asset is $100 and the 2-year forward price is $106, what is
Use the website cmegroup.com for the following:
3.If the spot price for an asset is $100 and the 2-year forward price is $106, what is the implied repo rate (quoted on an annualized basis) on the asset assuming no carry cost or underlying yield on the asset?____________________
4'The Euro is trading at $1.16 in the spot market. If the US 3-month risk free rate is 1.45% and the 3-month Euro risk-free rate is 0.25%, what should be the price of the 3-month forward currency contract?____________________
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