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Problem: You observe the following market data: Gold forward contracts that mature in 3 months have a forward price of $1500 per ounce. Gold forward contracts that mature in 6 months have a forward price of $1510 per ounce. Riskfree bond that matures in 3 months have a continuously-compounded rate of return of 2% per year. Riskfree bond that matures in 6 months have a continuously-compounded rate of return of 4% per year. Explain clearly and completely how to lock in an arbitrage profit today by taking positions in riskfree and forwards. Your strategy should give you a positive payoff today and lose no money (give a payoff of 0) in the future (specifically, in 3 months and 6 months). Calculate the arbitrage profit from your strategy. Assume gold has no storage costs or convenience yield. You do not need to know the spot price of gold to answer this question.
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Dave has decided to purchase a $40,000 boat. He can either pay the whole amount now, or accept the dealer's terms of $10,000 down payment, and successive payments of $10,000, $9000, $9000 and $9,000 at the end of each of the next four years.
a. What is the present value (Year 0) of the cash flow stream if the opportunity cost is 10%?
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