Answered You can hire a professional tutor to get the answer.

QUESTION

Calculate the futures price in each of the following cases. Assume that all interest rates and costs are continuously compounded. If data is not...

Calculate the futures price in each of the following cases. Assume that all interest rates and costs are continuously compounded. If data is not given, make an assumption.

1.   What is the $/Euro futures price given the following date:

S = $1.00/Euro

T = 3 months

r($) = 2%

r(Euro) = 4%

2.  What is the gold futures price given the following date:

S = $1,200/oz

T = 6 months

r = 2%

3. What is the Soybean futures price given the following date:

S = $8.6 /bushel

T = 3 months

r = 2%

Carrying cost = 0.05%

Show more
LEARN MORE EFFECTIVELY AND GET BETTER GRADES!
Ask a Question