The share price of Asian Paints on July 1 is Rs 1400 and a September futures contract on Asian Paints has price of Rs 1420.633. The contract size is 200 shares per futures contract, and the maturity...

The share price of Asian Paints on July 1 is Rs<br>1400 and a September futures contract on<br>Asian Paints has price of Rs 1420.633. The<br>contract size is 200 shares per futures<br>contract,<br>and the maturity is on September 28. The risk<br>free rate is 6%. Show how you can replicate a<br>long futures position using stocks and risk free<br>assets.<br>

Extracted text: The share price of Asian Paints on July 1 is Rs 1400 and a September futures contract on Asian Paints has price of Rs 1420.633. The contract size is 200 shares per futures contract, and the maturity is on September 28. The risk free rate is 6%. Show how you can replicate a long futures position using stocks and risk free assets.

Jun 07, 2022

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The share price of Asian Paints on July 1 is Rs 1400 and a September futures contract on Asian Paints has price of Rs 1420.633. The contract size is 200 shares per futures contract, and the maturity...

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