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At the inception of a one-year forward contract on a stock index, the value of the index was $1,100, the interest rate was 2.6 percent, and the continuous dividend was 1.2 percent. Six months later, the value of the index is $1,125. Which of the following statements is TRUE? The value of the: A. short position is -$17.17. B. long position is -$17.17. C. long position is $25.00. D. short position is -$22.19. |