Question: Suppose that you enter into a six-month forward contract on a non-dividend-paying stock when the stock price is $132 and the riskfree interest rate (with

Suppose that you enter into a six-month forward contract on a non-dividend-paying stock when the stock price is $132 and the riskfree interest rate (with continuous compounding) is 1.6% per annum. What is the forward price? The forward price is $[a] (keep two-decimal for the price)

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