Explain why the price on an expiring futures contract must be equal or approximately equal to the

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Explain why the price on an expiring futures contract must be equal or approximately equal to the spot price on the contract's underlying asset.

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Derivatives Markets And Analysis

ISBN: 9781118202692

1st Edition

Authors: R. Stafford Johnson

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Question Posted: Apr 26, 2024 05:00 AM

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Explain why the price on an expiring futures contract must be equal or approximately equal to the

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In an efficient market the price of an expiring futures contract converges towards and becomes appro...View the full answer

Derivatives Markets And Analysis

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