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    Exam 28: Pricing of Futures and Options Contracts
  5. Question
    Solving for the Theoretical Futures Price, We Get ________
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Solving for the Theoretical Futures Price, We Get ________

Question 45

Question 45

Multiple Choice

Solving for the theoretical futures price, we get ________.


A) F = P + P(y - r) .
B) F = P + P(r - y) .
C) F = P - P(r + y) .
D) P = F + F(r - y) .

Correct Answer:

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