Determine spot interest rates for periods 1 2 and 3 and

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Assume that the futures price for delivery of gold at times 1, 2, and 3 are 300, 350, and 400. If the current spot price of gold is $260, determine spot interest rates for periods 1, 2, and 3, and forward interest rates for periods 2 and 3, assuming no marking-to-market and no storage or transaction costs.

Reference no: EM13569264

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