o.PZ2019052801000039 (选择题)来源: 品职出题
A farmer plans to sell 50,000 tons of soybeans in six months, he decides to short futures contracts to hedge against the price deline. The current price of soybeans is $ 508/ton, the contract size is 100 tons, the storage cost for the soybeans is 1.5% per year. The continuously compounded rate is 5%, what's the price for the futures contract ?
这是我自己画图解答的过程，问题如图，为什么cost折现到t=0时刻，是用S0乘以百分比，不是除以？
此外，我还有个疑问，如果是long position出现cost，那么cost折现到t=0时刻，是用FP除以还是乘以？
到底是除还是乘百分比，这个怎么确认？
