Question: You entered into a long forward contract some time ago to buy an asset, and the value of the forward contract today is $6. It

You entered into a long forward contract some time ago to buy an asset, and the value of the forward contract today is $6. It is going to mature after three more months. Today's spot price is $76.19, and the continuously compounded interest rate is 10% per annum. What is the forward price you negotiated at the beginning of the contract?

Select one:

a.$84.27

b.$85.33

c.$87.84

d.$86.15

e.$88.96

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