Assume the one-year T-bill rate is 2.05% and storage is 1.67% annually? If west Texas intermediate (WTI)
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Assume the one-year T-bill rate is 2.05% and storage is 1.67% annually? If west Texas intermediate (WTI) oil futures for eight month's delivery is at $84.22 per barrel, and the spot price is $83.66 per barrel, what is the convenience yield for WTI?
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Financial Reporting And Analysis
ISBN: 9781260247848
8th Edition
Authors: Lawrence Revsine, Daniel Collins, Bruce Johnson, Fred Mittelstaedt, Leonard Soffer
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