NO.PZ2024021803000041
问题如下:
Given the spot price of crude oil at $120 per barrel, a risk-free rate of 3% with annual compounding, a futures contract due in 182 days, and storage costs of $5 per barrel payable at contract settlement, what is the closest estimate for the futures price per barrel of crude oil?
选项:
A.$126.78
B.$126.86
C.$126.93
解释:
FP=(S0+PV0C)(1+rf)182/365=S0
(1+rf)182/365+FVC=120(1+0.03) 182/365+5=126.78
老师,请问怎么区分何时用复利,谢谢.