The value of NSE index is 1140. The continously compunded risk free rate is 4.6% amnd continous

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The value of NSE index is 1140. The continously compunded risk free rate is 4.6% amnd continous dividend yield is 2.1%. Calculate the no arbitrage price for a 140 day forward contract on the index

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Posted Date: Apr 06, 2024 01:59 AM

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The value of NSE index is 1140. The continously compunded risk free rate is 4.6% amnd continous

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