finance derivative questions

A one-year long forward contract on a non-dividend paying stock is entered into when the stock price is $40 and the risk-free rate of interest is 10% per annum with continuous compounding. The correct forward price is\fSix months after the initial time in Problem 1, the stock price is $45 and the risk free rate is still 10% per annum with continuous compounding. The new forward price is\fYou enter into a sixmonth forward contract on a non-dividend paying stock when the stock price is $30 and the risk free interest rate with continuous compounding is 12% per annum. The correct fonNa rd price is A stock index currently stands at 350. The risk free interest rate is 8% per annum with continuous compounding and the dividend yield on the index is 4% per annum. The correct price for a four month futures contract is The risk-free rate of interest is 7% per annum with continuous compounding, and the dividend yield on a stock index is 3.2% per annum. The current value of the index is 150. What is the six-month futures price? The correct futures price is Assume that the risk-free interest rate is 9% per annum with continuous compounding and that the dividend yield on a stock index varies throughout the year. In February, May, August, and November, dividends are paid at a rate of 5% per annum. In other months, dividends are paid at a rate of 2% per annum. Suppose that the value of the index on July 31 is 1,300. What is the futures price for a contract deliverable on December 31 of the same year? (Hint-find the average dividend yield). The correct futures price isThe two~month interest rates in Switzerland and the United States are, respectively, 1% and 2% per annum with continuous compounding. The spot price of the Swiss franc is $1 .0500. The futures price for a contract deliverable in two months is also $1.0500. To see if this futures price is correct, compute the futures price with the available data. The computed futures price is The quoted futures price in problem 9 is too (high or low) . A trader could arbitrage the franc by (buying or selling) in the forward market. Suppose that the risk-free interest rate is 10% per annum with continuous compounding and that the dividend yield on a stock index is 4% per annum. The index is standing at 400, and the futures price for a contract deliverable in four months is quoted as 405. Compute the correct futures price. The correct futures price is In problem 11, the quoted futures price was too (high or low) market to arbitrage. so a trader should (buy or sell) in the spot