Question: Make the same assumptions as in the previous problem. a. What is the 9-month forward price for the stock? b. Compute the price of a
a. What is the 9-month forward price for the stock?
b. Compute the price of a 95-strike 9-month call option on a futures contract.
c. What is the relationship between your answer to (b) and the price you computed in the previous question? Why? Discuss.
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