题目
Assume the spot price of wheat is $7.00 per bushel with a storage cost of 12.0% per annum while the riskless rate is 4.0%, both compounded continuously. What is the implied six-month futures price, F(0.5)?
选项
A.$6.69
B.$7.28
C.$7.47
D.$7.58
答案
D
解析
「huixue_img/importSubject/1564169523324653568.png」