Question: PLEASE ANSWER BOTH 9 AND 10, THANK YOU QUESTION 9 Copy of Assume that the spot price of gold is 1,623.6, and the 2-year treasury
PLEASE ANSWER BOTH 9 AND 10, THANK YOU
QUESTION 9 Copy of Assume that the spot price of gold is 1,623.6, and the 2-year treasury yield is 2.6%, the cost of carry is 3.3% and the convenience yield is 1.2%. Calculate the price of a 2 year gold future. hint: convert percent to decimal, time is in years, and also I am giving you a 5% buffer in order to help against math errors. QUESTION 10 Copy of Assume that the spot price of gold is 1,879.22, and the 1-year treasury yield is 3.2%, the cost of carry is 4.1%, and the convenience yield is 4.7%. Calculate the price of a 1 year gold future. hint: convert percent to decimal, time is in years, and also I am giving you a 5% buffer in order to help against math errors
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