IFoA SP6 Practice Questions - IFoA SP6 Financial Derivatives Specialist Principles Exam

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A forward contract on a non-dividend-paying stock has 9 months to maturity. The stock trades at 50 and the continuously compounded risk-free rate is 4% per annum. What is the theoretical forward price?

48.52 50.00 51.52 52.00

Correct Answer:

51.52

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