WTON * 2. (30) A futures contract the maturity date T, the current time t, the current price of the underlying asset S. the execution price K, the risk-free interest rate R. The present value of dividend income generated by the underlying asset is l. The risk-free interest rates is 10% (1) Suppose the present value of the dividend income of the underlying asset is I write the calculation formula of the theoretical value f and price F. and deduce it by the combination setting (2) Suppose: T = 12 months, S= 60 yuan, K = 50 yuan, the underlying stock pays 3 yuan dividends at 3 months, 6 months and 12 months. Calculate the theoretical price of the futures contract (3) Write the calculation formula of the relationship between fand F, and calculate f by this formula. (4) Suppose that the investment copper futures contract: T = 12 months, S= 60 yuan. The copper pays 2 yuan storage cost at 6 months, 9 months, calculates the theoretical price of this futures: (5) Assuming that the consumer copper futures contract: T = 12 months, S= 60 yuan. The storage cost rateis 3%, and the convenient rate is 2% Calculate the theoretical price of the futures: WTON * 2. (30) A futures contract the maturity date T, the current time t, the current price of the underlying asset S. the execution price K, the risk-free interest rate R. The present value of dividend income generated by the underlying asset is l. The risk-free interest rates is 10% (1) Suppose the present value of the dividend income of the underlying asset is I write the calculation formula of the theoretical value f and price F. and deduce it by the combination setting (2) Suppose: T = 12 months, S= 60 yuan, K = 50 yuan, the underlying stock pays 3 yuan dividends at 3 months, 6 months and 12 months. Calculate the theoretical price of the futures contract (3) Write the calculation formula of the relationship between fand F, and calculate f by this formula. (4) Suppose that the investment copper futures contract: T = 12 months, S= 60 yuan. The copper pays 2 yuan storage cost at 6 months, 9 months, calculates the theoretical price of this futures: (5) Assuming that the consumer copper futures contract: T = 12 months, S= 60 yuan. The storage cost rateis 3%, and the convenient rate is 2% Calculate the theoretical price of the futures