question archive Given the following details, what is the value of a long position in a 180-day forward contract today? Time lapsed from inception 30 Forward price per share $12
Given the following details, what is the value of a long position in a 180-day forward contract today? Time lapsed from inception 30 Forward price per share $12
Subject:AccountingPrice: Bought3
Given the following details, what is the value of a long position in a 180-day forward contract today? Time lapsed from inception
30
Forward price per share
$12.00
Quarterly dividends
$1.10 paid at the beginning of each month
Expected 20 days and 110 days from today
Spot price of the share
$12.10
Risk-free rate
6% per annum for all maturities
Number of shares
1000
Question 20 options:
−$2028.29
−$1793.41
$10.16
