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【FRM每日一题】一级:金融市场&估值

发表时间:2015/11/13 10:54:13 编辑:小T 告诉小伙伴:
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[编考按]A company entered in a one-year forward contract that buying 100 ounces of gold three months ago. When the price was USD 1,000 per ounce. The nine-month forward price of gold is now USD 1,050 per ounce. The continuously-compounded...

         A company entered in a one-year forward contract that buying 100 ounces of gold three months ago. When the price was USD 1,000 per ounce. The nine-month forward price of gold is now USD 1,050 per ounce. The continuously-compounded risk-free rate is 4% per year for all maturities and there are no storage costs. The value of the contract is closet to:

        A.USD 5,000

        B.USD 4,852

        C.USD 6,864

        D.USD 2,826

        Answer: B

        The value of the contract is:

        

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