Cersei Targaryen, FRM, works for an asset management company. She is examining the inputs to a model that requires an implied lease rate for gold. The current gold price in the spot market is $1784.8 per troy ounce. Forward contracts for delivery in six months are trading at a price of $1829.1 per troy ounce. If the current continuously compounded risk-free interest rate is 6.0%. What is the implied lease rate for gold?
A、1.10%.
B、2.45%.
C、3.55%.
D、7.10%.
发布时间:2025-08-18 04:56:31