188****93182021-11-07 10:30:38

A long one-year forward contract on a productive asset was entered at a forward price of ₡1,000. Now, seven months later, the underlying asset is selling for ₡1,050. The PV of the cost to store, insure, and maintain the asset for the next 5 months is ₡4.00, and the asset will generate income over the next 5 months with a PV of ₡28.00. Assume annual compounding for all costs and benefits and a risk-free rate of 2%. Based on the current spot price and the no-arbitrage approach, which of the following values is closest to the equilibrium five-month forward value? A ₡34.22 B ₡33.50 C ₡35.94 老师，麻烦你用两种方法算一下，这道题呗。