Question: Question 4 ( 1 7 points ) Saved Let F denote the price of a forward contract, S the current spot price, and r the

Question 4(17 points)
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Let F denote the price of a forward contract, S the current spot price, and r the interest rate. If S=100 and r=0.05, then the price of the forward consistent with the absence of arbitrage profits is
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Question 4 ( 1 7 points ) Saved Let F denote the

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