Using the cost of carry model in futures pricing, if we have a no storage costs, no cashflows and no convenience yield, the relationship between spot and futures is simply expressed as a function of interest rates and time. True or False? You start working at Google and they give you 200 shares of stock each year as part of the signing incentive. You can't receive these shares until after 3 years of working, when you will receive all 600 shares. How can you lock in a price for sale and hedge stock price risk before you're able to receive the shares? a. enter into an interest rate swap b. buy a put for those shares c. buy an SP500 futures contract d. buy a call for those shares