You created and sold a futures contract 25 days ago. The
contract at that time had a price of $60 and a maturity of 160
days. Today, the primary asset is worth $55.84. The
risk-free rate is currently 3.7% per 365 days. What is the
current value of the futures contract?
You created and sold a futures contract 25 days ago. The contract at that time had a price of $60 and a maturity of 160
-
answerhappygod
- Site Admin
- Posts: 899604
- Joined: Mon Aug 02, 2021 8:13 am
You created and sold a futures contract 25 days ago. The contract at that time had a price of $60 and a maturity of 160
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!