It is now january the current interest rate is 62 the june


It is now January. The current interest rate is 6.2%. The June futures price for gold is $1548.00, while the December futures price is $1,546. Assume the June contract expires in exactly 6 months and the December contract expires in exactly 12 months.

Calculate the appropriate price for December futures using the parity relationship?

Request for Solution File

Ask an Expert for Answer!!
Financial Management: It is now january the current interest rate is 62 the june
Reference No:- TGS01395868

Expected delivery within 24 Hours