Math, asked by divyanshi8891, 1 year ago

A stock will pay a dividend of $1 in one month and $2 in four months. the risk-free rate of interest for all maturities is 12%. the current price of the stock is $90. (a) calculate the arbitrage-free price of (i) a three-month forward contract on the stock and (ii) a six-month forward contract on the stock.

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Answered by DeepjyotiTalukdar

0

no.........................

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