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
Posted: Mon Apr 25, 2022 8:40 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
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?
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?