You can use excel to complete this question.

LRI Problem POS-54 Today ('time 0") XYZ stock trades at $28 per share. There exists a standard (zero-dov payment) forward contract on the stock, expiring at time T. The forward price is $29.12. consider the position as specified in the table below. We assume that the stock does not dividends during the period. Security Position's time-0 value Position's value at time T Sell short 1 XYZ share. Take a long position in the above forward contract Total Questions: (a) Complete the above algebraic table showing the payoff of this position at expiration as function of the stock price Sr. Add columns if necessary. Also complete the columnf (b) Prepare a numerical table (same format as in other class examples) computing t (c) Draw graphs for the position's payoff at expiration and profit at expiration. (d) If you did it correctly, this is "synthetic borrowing". What is the implied non-annualiz (e) Suppose the length of the period is 210 days, and we use a 365 day year. What is th the time-0 value (cash outflow).1 payoff and the profit of the above position at time T under different scenarios. Mark the important points on each graph (as in other class examples). rate? Show work. annualized rate, using the continuous compounding method? Show work. LRI Problem POS-54 Today ('time 0") XYZ stock trades at $28 per share. There exists a standard (zero-dov payment) forward contract on the stock, expiring at time T. The forward price is $29.12. consider the position as specified in the table below. We assume that the stock does not dividends during the period. Security Position's time-0 value Position's value at time T Sell short 1 XYZ share. Take a long position in the above forward contract Total Questions: (a) Complete the above algebraic table showing the payoff of this position at expiration as function of the stock price Sr. Add columns if necessary. Also complete the columnf (b) Prepare a numerical table (same format as in other class examples) computing t (c) Draw graphs for the position's payoff at expiration and profit at expiration. (d) If you did it correctly, this is "synthetic borrowing". What is the implied non-annualiz (e) Suppose the length of the period is 210 days, and we use a 365 day year. What is th the time-0 value (cash outflow).1 payoff and the profit of the above position at time T under different scenarios. Mark the important points on each graph (as in other class examples). rate? Show work. annualized rate, using the continuous compounding method? Show work