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Unformatted text preview: contract- $1750 per contract (X 3 ) = $5250 Total Gain for Day 2. Facts-Spot Gold is $1,0003 p ounce-Future for Delivery in 6 Months is $1,009-Future For Delivery in 12 Month is $1,013-IR on 6M Loan is 1% (Annual Basis) A. B. C. D. 3. Facts-Spot Price is $1.45/Euro Futures Price for Delivery in 6 Months is $1.443-6 Month IR in Euro is 2% (ann, CC)- ^ Month rate in $ is 1% (ann, cc) (((FX Same Cost of Carry Model) A. B. C....
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- Spring '09
- $6000, 1.5K, Josh Marcus, Marcus Prof. Brenner, Prof. Brenner