Question: Suppose that you enter into a 3-month forward contract on a non-dividend paying stock when the stock price is $80 and the risk-free interest rate

Suppose that you enter into a 3-month forward contract on a non-dividend paying stock when the stock price is $80 and the risk-free interest rate is 5% per annum (assume discrete compounding). Which of the below is closest to the no-arbitrage forward price?

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