A stock is expected to pay a dividend of R1 per share in 2 months and 5 months The stock price is R50 and the risk free rate is 8 per annum (continuously compounded) An investor has a short position in a 6 month forward contract on the stock (a) What is the forward price 3 (b) Describe the profit ...

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A stock is expected to pay a dividend of R1 per share in 2-months and 5-months....

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Mar 28, 2024 03:39 AM

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A stock is expected to pay a dividend of R1 per share in 2-months and 5-months....

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Fundamentals of Futures and Options Markets

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