题目
The spot price of gold is $1,822 and the six-month forward price is $1,830; S(0) = 1822, F(0,0.5) = 1830. The riskless rate is 2.0%. What is the implied per annum lease rate under, respectively, an assumption of i. continuous compounding and ii. annual (discrete) compounding?
选项
A.1.124% (continuous) and 1.110% (annual)
B.1.248% (continuous) and 1.220% (annual)
C.1.362% (continuous) and 1.346% (annual)
D.1.444% (continuous) and 1.428% (annual)
答案
A
解析
「huixue_img/importSubject/1564169524956237824.png」