- one about forward price no arbitrage I remember it was $109 based onit is in thread no. 45 as well, arbitrage-free fwd price, i also chose 109 as this was the closest but that is clearly not arbitrage-free....
(S exe r + storage - conv t) <= F <= ( S exe r + storage t )
108.8<=F<=110. ( not sure about the exact figures)
The answer we got after doing the calculation was a little bit above 108.x and the max was close to 110 therefore the no arbitrage price should be between both, the only answer given that meet this was the 109