NO.PZ2020012005000011
问题如下:
Suppose that you enter into a two-year forward contract on a non-dividend-paying stock when the stock price is USD 40 and the risk-free rate (annually compounded) is 10% per year. What do you expect the forward price to be?
选项:
解释:
The forward price is USD or USD 48.4.
这个题目用40*e^0.2计算是不是也是一样的?