Home / Questions / It is now January. The current interest rate is 3.8%. the June futures price for gold is $
It is now January. The current interest rate is 3.8%. the June futures price for gold is $1490.60, December futures price is $1, 500. Assume the June contract expires in exactly 6 months and the December contract expires in exactly 12 months calculate the appropriate for December futures using the parity relationship (Do not round intermediate calculations.) Is (here an arbitrage opportunity here? No yes
Dec 04 2019 Read more Less More
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