The current price of a stock is 60. A dividend of 2 will be paid 6 months

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The current price of a stock is 60.

A dividend of 2 will be paid 6 months from now.

The one-year forward price is 61.80.

Calculate the continuously compounded risk-free annual rate of interest.

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Derivative Pricing

ISBN: 9780367734213

1st Edition

Authors: Ambrose Lo

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Question Posted: Dec 02, 2023 03:23 AM

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The current price of a stock is 60. A dividend of 2 will be paid 6 months

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Derivative Pricing

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