Question: Photo from ! T-o E (0,0) = 50 = 30 days 6% 15 days r t-o 0 St 55 9 = 100 Contracts Find V
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T-o E (0,0) = 50 = 30 days 6% 15 days r t-o 0 St 55 9 = 100 Contracts Find V (0, T) for short presities Also find so, V (0,7) that is value of forward contract on mid date, for short position T-o E (0,0) = 50 = 30 days 6% 15 days r t-o 0 St 55 9 = 100 Contracts Find V (0, T) for short presities Also find so, V (0,7) that is value of forward contract on mid date, for short position
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