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The spot price of an investment asset that provides no income is $325 and the risk-free rate for all maturities (with continuous compounding) is 6.25%. What is the four-year forward price?

a. 417.31
b. 40.50
c. 1,584.37

User IlGala
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1 Answer

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Final answer:

The four-year forward price of an investment asset with a spot price of $325 and a risk-free rate of 6.25% with continuous compounding is approximately $417.31. This calculation is based on the formula for forward price in a continuously compounded interest rate environment.

Step-by-step explanation:

The subject of the student's question pertains to the calculation of a four-year forward price for an investment asset, using the given spot price and the risk-free rate with continuous compounding. The formula to find the forward price F, given a spot price S, risk-free rate r, and time in years t, is F = S * e^(rt), where e is the base of the natural logarithm. In this case, the spot price S is $325, the risk-free rate r is 6.25% or 0.0625 when expressed as a decimal, and time t is 4 years.

Using the formula, the calculation would be:

F = 325 * e^(0.0625 * 4)

Without rounding intermediate results, the answer would produce:

F ≈ 325 * e^(0.25) ≈ 325 * 1.28403 ≈ $417.31

This means the four-year forward price of the asset, assuming no income is provided during the period, is approximately $417.31.

User RamblerToning
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