Gold spot price ( USD per ounce ) = 2 , 1 5 7 . 4 1
Fantastic news! We've Found the answer you've been seeking!
Question:
Gold spot price USD per ounce
Gold forward price for delivery in
months USD per ounce
Per annum month US interest
rate continuously compounded
T
Exchange rate USD
per AUD
Question:
Calculate the per annum month gold lease rate with continuous compounding
that is implied from the month forward contract on gold with a forward price
of USD
Posted Date: