Question: 1.There are three dates: 0, 1, and 2. The spot price of AAPL is $300 per share. AAPLhas committed to paying a $30 dividend on

1.There are three dates: 0, 1, and 2. The spot price of AAPL is $300 per share. AAPLhas committed to paying a $30 dividend on date 1. The c.c. risk-free rate is two percent. Assume there is no arbitrage. What is the two-year forward price of AAPL?

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