5173金融与交易中等数值题short
Carry-Adjusted Forward 3
题目
Spot is 70. The continuously compounded funding rate is 0.05, carry cost is 0, and asset income/convenience yield is 0.02 over maturity T=1.5. What is the fair forward price?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案