The current price of one troy ounce of gold is $2,269.36. The yearly risk-free CCIR is 3.82%. Assume that 1 ounce of gold has a one-time storage cost of $94.63 (in cash) 5.17 months from now.

What is the no-arbitrage price of one ounce of gold for delivery 5.53 months from now?

Answer rating: 100% (QA)

To calculate the noarbitrage price of one ounce of gold for delivery 553 months from now we need to ... View the full answer