The spot price of silver is $16 25 per ounce The storage costs are proportional and equal to 1 60 per ounce per annum continuously compounded Assuming that interest rates are 6 90 per annum for all maturities, calculate the futures price of silver for delivery in 3 months (Answer with two digits de...

Aus Future Value spot Pricex eas x T 690 690 ...

The spot price of silver is $16.25 per ounce. The storage costs are proportional and equal to

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The spot price of silver is $16.25 per ounce. The storage costs are proportional and equal to 1.60% per ounce per annum continuously compounded.

Assuming that interest rates are 6.90% per annum for all maturities, calculate the futures price of silver for delivery in 3 months. (Answer with two digits decimal accuracy)

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Jul 07, 2022 02:57 AM

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The spot price of silver is $16.25 per ounce. The storage costs are proportional and equal to

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Fundamentals of Futures and Options Markets

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