We assume No arbitrage and constant interest rates 1.Write the spot forward relationship for a non-dividend paying stock at date t 2. Show that lim f(t, T) = S(T) when t goes to T a property called the convergence spot/forward at maturity T. We assume No arbitrage and constant interest rates 1.Write the spot forward relationship for a non-dividend paying stock at date t 2. Show that lim f(t, T) = S(T) when t goes to T a property called the convergence spot/forward at maturity T