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Faculty FRM Part I, FRM Part II CA Final

Stock market prices

Forward and futures pricing for stocks and commodities Best Workbook For CFA FRM 2022

Using the following table providing different factors like interest rate, storage cost, dividend yield, calculate forward price. Assume Underlying price of $1000 for all cases. Type of underlying Interest rate(CC) Storage cost Dividend Lease(L)/ CY Time to maturity Forward price Stock 5% – – – 6M   Commodity 6.5% – – – 3M   Stock …

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