The 6-month futures price on a non-dividend-paying stock is $54.42. The risk-free rate is 3.52 percent and

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The 6-month futures price on a non-dividend-paying stock is $54.42. The risk-free rate is 3.52 percent and the market rate is 12.51 percent.

What's the spot rate for this stock if spot-futures parity exists?

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ISBN: 9780073530703

9th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Posted Date: Apr 07, 2023 03:01 AM

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The 6-month futures price on a non-dividend-paying stock is $54.42. The risk-free rate is 3.52 percent and

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