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Title: The spot price of gasoline is 258 cents per gallon and the annualized risk free interest rate is ... Post by: elf_fu on Jul 6, 2017 The spot price of gasoline is 258 cents per gallon and the annualized risk free interest rate is 4.0%. Given a lease rate of 1.0%, a continuously paid storage rate of 0.5%, and a convenience yield of 0.75%, what is the no-arbitrage price range of a 1-year forward contract (in cents)?
A) 265.19 to 267.19 B) 258 to 265.19 C) 258 to 267.19 D) 247.16 to 265.19 Title: Re: The spot price of gasoline is 258 cents per gallon and the annualized risk free interest rate is ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: The spot price of gasoline is 258 cents per gallon and the annualized risk free interest rate is ... Post by: shawie on Feb 26, 2018 how to get the solution of this question?
Title: Re: The spot price of gasoline is 258 cents per gallon and the annualized risk free interest rate is ... Post by: kimarnold1001 on Oct 23, 2019 Range pricing for no arbitrage is difficult to comprehend.
Title: Re: The spot price of gasoline is 258 cents per gallon and the annualized risk free interest rate is ... Post by: santhosh on Dec 5, 2019 thank you
Title: Re: The spot price of gasoline is 258 cents per gallon and the annualized risk free interest rate is ... Post by: Fernando Vargas on Mar 15, 2020 Amazing!
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