NO.PZ2023091802000049
问题如下：
Three months ago, a company entered in a one-year forward contract to buy 100 ounces of gold. At the time, the one-year forward price was USD 1,000 per ounce. The nine-month forward price of gold is now USD 1,050 per ounce. The continuously-compounded risk-free rate is 4% per year for all maturities, and there are no storage costs. Which of the following is closest to the value of the contract? (Practice Exam)
选项：
A.USD 1,897
B.USD 4,852
C.USD 5,000
D.USD 7,955
解释：
Explanation:
The forward price is computed as follows:
F = 100 x (F0 - K)e-rT
F = 1,050
K = 1,000
r = 0.04
T = 0.75
F = 100 x (1050 - 1000)e-0.04*0.75 = 4,852
老师救救，孩子已经把画图大法还给老李了，翻出了以前的笔记还是一头雾水。
是不是没有给出T=t=3个月时刻的重新定价-St，所以用不了画图大法？
已知条件：
1000=F0(12)
1050=F3(12)
rf=4%