You are writing a 3-month forward contract on platinum . Spot prices for the commodities as of 12/9/2020 are given in a table below. If
You are writing a 3-month forward contract on platinum. Spot prices for the commodities as of 12/9/2020 are given in a table below. If risk-free rate is 1.0% what delivery price should you write in the forward contract?
| Underlying asset | Sport price | unit |
| Brent Crude Oil | $ 48.95 | USD/bbl |
| Platinum | $ 1,004.33 | USD/t oz |
| Cotton | $ 73.05 | USD/lb |
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Authors: M. J. Alhabeeb
1st Edition
1118691512, 978-1118691519
