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The spot price of an investment asset that

provides no income is $1,000 and the risk-free rate for all maturities
(with continuous compounding) is 5%. What is the two-year forward price?

1 Answer

7 votes

Final answer:

The two-year forward price of an investment asset with a current spot price of $1,000 and a risk-free rate of 5% (with continuous compounding) is approximately $1105.17.

Step-by-step explanation:

The two-year forward price of an investment asset can be calculated using the formula for forward price F=S*e^(r*t), where S is the current spot price, r is the continuous risk-free rate, and t is the time to maturity in years. In this question, S is $1,000, r is 5%, and t is 2 years.

The calculation is as follows:

  • F = 1000 * e^(0.05*2)
  • F ≈ 1000 * e^0.10
  • F ≈ 1000 * 1.105170918
  • F ≈ $1105.17

Therefore, the two-year forward price of the asset is approximately $1105.17.

Plugging in these values into the formula:

Forward Price = $1,000 * e^(0.05 * 2)

Using a calculator, the forward price is approximately $1,103.64.

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