Question: The next 3 problems rely on the table below. The options have the same underlying asset, expire in 1.5 years, they are European, and have

The next 3 problems rely on the table below. The options

The next 3 problems rely on the table below. The options have the same underlying asset, expire in 1.5 years, they are European, and have strike 100. In addition, the risk free rate is 6%, compounded continuously. Determine the prepaid forward price of the underlying asset

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