In August, you took a long position on a 6 month forward contract on a non dividend paying stock when the stock price was $45 and the risk free interest rate (with discrete compounding) is 4 per annum It is now September, exacly one month later The current stock price is $50 and the interest rate ...

To calculate the value of a long position on a forward contract we consider the initial forward pric ...

In August, you took a long position on a 6-month forward contract on a non-dividend- paying...

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In August, you took a long position on a 6-month forward contract on a non-dividend- paying stock when the

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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