What is the arbitrage-free price of the future contract on an asset with the current price 75

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What is the arbitrage-free price of the future contract on an asset with the current price 75 USD and 24 months maturity? A risk free rate is 8% per annum and a dividend yield 2% (continuous discounting)

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Corporate Finance

ISBN: 978-0077861759

10th edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

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Posted Date: May 26, 2023 12:47 AM

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What is the arbitrage-free price of the future contract on an asset with the current price 75

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Corporate Finance

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