Question: The answer may not be 105, that was my initial guess. Question 8 (1 point) v Saved Spot is $1000. Risk-free rate is rf=5%. Dividend

The answer may not be 105, that was my initial guess.

Question 8 (1 point) v Saved Spot is $1000. Risk-free rate is rf=5%. Dividend rate d=3%. Volatility is sigma=20%. Maturity is 2 years. What is the parity value for this futures contract? Pick the closest number. O 115 O 104 O 102 O 105

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