Question
Using Spot Future parity find the price of a 2 year futures contract on a commodity that is trading in the Spot market at $
Using Spot Future parity find the price of a 2 year futures contract on a commodity that is trading in the Spot market at $ 5,000.00. The risk free rate is 3%. Use continuous compounding ( i.e. use the natural log e.)
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Financial Reporting and Analysis
Authors: Flawrence Revsine, Daniel Collins, Bruce, Mittelstaedt, Leon
6th edition
9780077632182, 78025672, 77632184, 978-0078025679
