Derivatives- Forward Contract Pricing and Arbitrage

Автор: Suchi Dubey

Загружено: 2023-06-19

Просмотров: 7432

Описание: Please follow the question.
Arbitrage – No Income
Consider a long forward contract to purchase a non-dividend-paying stock in 3 months.1 Assume the current stock price is $40 and the 3-month risk-free interest rate is 5% per annum. Suppose first that the forward price is relatively high at $43.
Discuss the possibility of arbitrage.

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Derivatives- Forward Contract Pricing and Arbitrage

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