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You own a stock currently worth 100 000 today. you plan to sell it in 60 days .to hedge against a possible decline in price, you enter into forward contract to sell the security. The annualized risk-free rate is 3.5%
i. Calculate the forward price on this contract
ii. Suppose a market dealer offers an off-market contract at 100,200.how would you earn an arbitrage profit
iii. Suppose that a market dealer offers an off-market contract. Calculate an up-front fee and indicate whether payment is made by the long to the short or vice versa
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