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g A farmer is preparing to plant corn and expects to deliver his crop to the market in 1 year. The yield on US t-bills is 3.7% and it costs 0.2% to store corn for 1 year. If the spot price of corn is $3.07/bushel today, what price can the farmer expect to lock in with a 1 year futures contract

User Asylumax
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1 Answer

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Answer:

$3.19208 per bushel

Step-by-step explanation:

As we know that:

Future Price = Spot rate * e ^[(Rf + Storage Cost)*T]

Here

Future price is the price that the farmer wants to lock with a 1 year future contract

Spot rate is the price of corn today which is $3.07 per bushel

Rf is the risk free rate of return which is 3.7%

The incremental storage cost is 0.2% to store a single bushel of corn

T is the number of years which is 1 year in this case

By putting values, we have:

Future Price = $3.07 per bushel * e^[(3.7% + 0.2%)*1 year]

Future Price = $3.19208 per bushel

User Gabriel Willemann
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