Astock is expected to pay a dividend of $1 per share in two months and in five months. the stock price is $50, and the risk-free rate of interest is 8% per annum with continuous compounding for all maturities. an investor has just taken a short position in a six-month forward contract on the stock. what are the forward price and the initial value of the forward contract? three months later, the price of the stock is $48 and the risk-free rate of interest is still 8% per annum. what are the forward price and the value of the short position in the forward contract?

start by isolating the variable on one side by adding 43w^2 to both sides.   the equation will read:

25w^2+5=0

*subtract 5 from both sides*

25w^2=-5

*divide both sides by 25*

w^2=-1/5

*take the square root of both sides*

w=√(-1/5)

the square root of -1 is i.   the square root of 5 remains √5

the answer is i/√5.

hope this

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answer$225.00;