Use spot-future parity and the table below to find the theor…
Use spot-future parity and the table below to find the theoretical dollar gain/loss on the futures trade. The risk free rate is 3.20%. (hint: ($4.01 – $4.00) * 5000 bushels per contract = $50). TIME Quantity Bought/Sold SPOT FUTURES Six months from expiration -3 September 389 ? Three months from expiration +3 September 381 ?
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