NO.PZ202001200500001602
问题如下:
Six months after the forward contract in Q1 was entered into, the spot price is USD 56 and the risk-free rate is still 5% per year. What is the (a) forward price and (b) value of the forward contract?
解释:
The forward price is .
The value of the forward contract is
求value为什么是两个forward price相减又折现呢