The current price of 1 troy ounce of Silver is $893.37. Silver has a continuous dividend yield

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The current price of 1 troy ounce of Silver is $893.37. Silver has a continuous dividend yield of 8.68%. The forward price of Silver is $909 for delivery in 2.98 months from now.

What is the implied (yearly) risk-free rate from the forward contract?

Related Book For answer-question

Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Apr 17, 2023 12:54 AM

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The current price of 1 troy ounce of Silver is $893.37. Silver has a continuous dividend yield

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Fundamentals of Futures and Options Markets

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