Chapter 9
10 February 2025
10:26
From <https://teams.microsoft.com/v2/>
b. mistake: 5.21 -> 5.27
From <https://teams.microsoft.com/v2/>
From <https://teams.microsoft.com/v2/>
Bài 11
After close : $0
a. expected spot price : E(St) = 3.64 + 0.035 = 3.675 / = 3.5225
+ 0.03 + 0.0875 + 0.035 = 3.675
b. F0 = S0 + Cost of Carry= S0+ Interest Forgone +
Storage Cost = 3.5225 + 0.03 + 0.0875 = 3.64
c. E(St) = 3.64 + 0.035 = 3.675
Future price = expected future spot price - risk premium
Put-call parity P = C + (X - f)/(1+r)^T
