What is the arbitrage-free price of the future contract on an asset with the current price 75
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What is the arbitrage-free price of the future contract on an asset with the current price 75 USD and 24 months maturity? A risk free rate is 8% per annum and a dividend yield 2% (continuous discounting)
Related Book For
Corporate Finance
ISBN: 978-0077861759
10th edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe
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