Engineering, 12.06.2021 19:40 Azaleaz

El precio hoy de la acción de la empresa Future es de USD 53 en bolsa. La tasa libre de riesgo es del 6% capitalizable de forma continua. Un inversionista que ha invertido en dicha acción tiene el temor que en el segundo semestre baje la cotización de la acción en la Bolsa.
a) Si en el mercado se transan contratos a plazo sobre ese activo, se le pide determinar el precio Forward a 6 meses e indicar cuál sería la posición adecuada para que este señor haga una cobertura.
b) Si pasados los 6 meses la cotización de la acción cae un 10%, cuál sería el resultado para este coberturista.
c) Suponga que la empresa FUTURE anunció hoy que repartirá dividendos de 2,5 USD por acción, en 2 y 4 meses a partir de hoy. Analizar si el precio forward anterior cambia, explicando por qué.

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El precio hoy de la acción de la empresa Future es de USD 53 en bolsa. La tasa libre de riesgo es de...

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