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What would be the value of a forward contract written on a stock priced at $100 that expires in three years, if at the end
What would be the value of a forward contract written on a stock priced at $100 that expires in three years, if at the end of the first year the stock price is $115.50. The commodity requires $5 per year to store and discrete risk-free rate is 4 percent?
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An Introduction to Derivative Securities Financial Markets and Risk Management
Authors: Robert A. Jarrow, Arkadev Chatterjee
1st edition
978-0393912937, 393912930, 393913074, 978-0393920949, 393920941, 978-0393913071
