- Suppose The Stock Price Is 95 And The Continously Compounded Interest Rate Is 11 A What Is The Price Of A 6 Month 1 (29.59 KiB) Viewed 70 times
Suppose the stock price is $ 95 and the continously compounded interest rate is 11 %. a) What is the price of a 6-month
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Suppose the stock price is $ 95 and the continously compounded interest rate is 11 %. a) What is the price of a 6-month
Suppose the stock price is $ 95 and the continously compounded interest rate is 11 %. a) What is the price of a 6-month forward price, assuming dividends are zero? $ ? b) If the 6-month forward price is $ 95.25, what is the annualized forward premium? %? c) If the 6-month forward price is $ 95.25, what is the annualized continous dividend yield? %?