hard · FRM Part 1 Financial Markets and Products
A stock currently trades at 100. Over the next year, it is expected to pay a dividend of2.00 in six months. The risk-free rate is 6% per annum (continuously compounded).
What is the $1-year forward price of the stock?
- 103.88
- 106.18
- 104.12
- 102.12
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