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Consider an eight-month forward contract on a stock with a price of $98/share. The delivery date is eight monthshence. The firm is expected to pay a $1.80/share dividend in four months time. Riskless zero coupon interest rates(continuously compounded) for diferent maturities are as follows: 4 months 4%, 8 months 4.5%. The theoretical forwardprice (to the nearest cent)is: A.99.15 B.99.18 C.100.98 D.96.20

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理解问题Consider an eight-month forward contract on a stock with a price of $98/share. The delivery date is eight monthshence. The firm is expected to pay a $1.80/share dividend in four months time. Riskless zero coupon interest rates(continuously compounded) for diferent maturities are as follows: 4 months 4%, 8 months 4.5%. The theoretical forwardprice (to the nearest cent)is: A.99.15 B.99.18 C.100.98 D.96.20

已完成理解Consider an eight-month forward contract on a stock with a price of $98/share. The delivery date is eight monthshence. The firm is expected to pay a $1.80/share dividend in four months time. Riskless zero coupon interest rates(continuously compounded) for diferent maturities are as follows: 4 months 4%, 8 months 4.5%. The theoretical forwardprice (to the nearest cent)is: A.99.15 B.99.18 C.100.98 D.96.20

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Consider an eight-month forward contract on a stock with a price of $98/share. The delivery date is eight monthshence. The firm is expected to pay a $1.80/share dividend in four months time. Riskless zero coupon interest rates(continuously compounded) for diferent maturities are as follows: 4 months 4%, 8 months 4.5%. The theoretical forwardprice (to the nearest cent)is: A.99.15 B.99.18 C.100.98 D.96.20
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Consider an eight-month forward contract on a stock with a price of $98/share. The delivery date is eight monthshence. The firm is expected to pay a $1.80/share dividend in four months time. Riskless zero coupon interest rates(continuously compounded) for diferent maturities are as follows: 4 months 4%, 8 months 4.5%. The theoretical forwardprice (to the nearest cent)is: A.99.15 B.99.18 C.100.98 D.96.20
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