Suppose that you enter into a six-month forward contract on a non-dividend-paying stock when the stock price

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Suppose that you enter into a six-month forward contract on a non-dividend-paying stock when the stock price is $30 and the risk-free interest rate (with continuous compounding) is 5% per annum. What is the forward price?

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 11:09 AM

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Suppose that you enter into a six-month forward contract on a non-dividend-paying stock when the stock price

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