8. Spot-Futures Parity (LO3, CFA1) A non-dividend-paying stock has a current share price of $42.60 and a

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8. Spot-Futures Parity (LO3, CFA1) A non-dividend-paying stock has a current share price of

$42.60 and a futures price of $42.95. If the maturity of the futures contract is four months, what is the risk-free rate?

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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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