Suppose you are a market-maker in S&R index forward contracts. The S&R index spot price is 1100 , the risk-free rate is 5 %, and the dividend yield on the index is 0 . a. What is the no-arbitrage forward price for delivery in 9 months? b. Suppose a customer wishes to enter a short index futures position. If you take the opposite position, demonstrate how you would hedge your resulting long position using the index and borrowing or lending. c. Suppose a customer wishes to enter a long index futur

Spot Price vs Physical Price of Gold & Silver: Why There’s a Difference

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