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Assume the Spot Price of Gold Is $745 Per Ounce

Question 15

Multiple Choice

Assume the spot price of gold is $745 per ounce and the 2-year forward price is $773.Annualized 1-year and 2-year forward interest rates are 5.0% and 5.2%,respectively.For a commodity-linked note to sell at par,what is the annual coupon?


A) $23.09
B) $24.09
C) $25.09
D) $26.09

Correct Answer:

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