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Problem 17.9. A foreign currency is currently worth $1.50. The domestic and foreign risk-free interest rates are 5% and 9%, respectively. Calculate a 阅读全文
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Problem 13.1. A stock price is currently $40. It is known that at the end of one month it will be either $42 or $38. The risk-free interest rate is 8% 阅读全文
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Problem 10.11. Describe the terminal value of the following portfolio: a newly entered-into long forward contract on an asset and a long position in a 阅读全文
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第2章 Problem 2.3. Suppose that you enter into a short futures contract to sell July silver for $17.20 per ounce. The size of the contract is 5,000 ounc 阅读全文