18. Spot-Futures Parity (LO3, CFA3) Suppose the 6-month Mini S&P 500 futures price is 2,281.55, while the

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18. Spot-Futures Parity (LO3, CFA3) Suppose the 6-month Mini S&P 500 futures price is 2,281.55, while the cash price is 2,270.42. What is the implied difference between the risk-free interest rate and the dividend yield on the S&P 500?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781260013979

9th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Jul 25, 2024 09:00 AM

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18. Spot-Futures Parity (LO3, CFA3) Suppose the 6-month Mini S&P 500 futures price is 2,281.55, while the

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Fundamentals Of Investments Valuation And Management

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