A short forward delivery price of $19. The current forward price for a three-month forward contract is

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A short forward delivery price of $19. The current forward price for a three-month forward contract is $46. The three-month risk-free interest rate (with continuous compounding) is 8%. What is the value of the short forward contract?

Related Book For answer-question

Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Oct 05, 2020 09:06 AM

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A short forward delivery price of $19. The current forward price for a three-month forward contract is

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Solution 196 Working The short forward contract hol... View the full answer

Fundamentals of Futures and Options Markets

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