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you are required to fill the orange vacant cells Instructions on how to fill them are given in red-colored texts type the steps S (Spot

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you are required to fill the orange vacant cells

Instructions on how to fill them are given in red-colored texts

type the steps

S (Spot Exchange Rate) r (Dollar interest rate) U (storage cost) T (Maturity of forward) 150.000 dollar per unit 0.05 perecnt 10.00 dollar per unit 2.00 years F (Forward Price) What is the futures price If F higher B Chose an example where F is higher Position Now (t=0) Value of Position at T Show how you can make an arbitrage trading strategy 0 0 S (Spot Exchange Rate) r (Dollar interest rate) U (storage cost) T (Maturity of forward) 150.000 dollar per unit 0.05 perecnt 10.00 dollar per unit 2.00 years F (Forward Price) What is the futures price If F higher B Chose an example where F is higher Position Now (t=0) Value of Position at T Show how you can make an arbitrage trading strategy 0 0

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