Suppose a stock index has a current level (SO) at $100 The interest rate is 5 (continuous compounding) The stock index has a dividend yield of 2 per year (continuous compounding) What is the fair 2 year forward price on the index (round to 2 decimals) Suppose you have a portfolio that has 3 long f...

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Suppose a stock index has a current level (SO) at $100. The interest rate is 5%...

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Fundamentals of Futures and Options Markets

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