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with solutions A SHORT forward contract has been entered (issued) some time ago by investor with a delivery price of 200 USD on a single
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A SHORT forward contract has been entered (issued) some time ago by investor with a delivery price of 200 USD on a single underlying asset. Asset does not generate any income nor costs. It currently has 9M till delivery date of single asset. The current zero 9M rate is 6% pa. (annual compounding). Also the current spot price (on which market based new theoretical forward contract prices) is 190 USD. What is the current value of contract for investor? a. -1,44790 O b. None fot he answers provided. O c. -9,57239 O d. 18,12450 O e. -18,12450 Of. 1,44790 O g. 9,57239Step by Step Solution
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