12.8. Suppose that an exchange constructs a stock index that tracks the return, including dividends, on a

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12.8. Suppose that an exchange constructs a stock index that tracks the return, including dividends, on a certain portfolio. Explain how you would value

(a) futures contracts and

(b) European options on the index.

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Fundamentals Of Futures And Options Markets

ISBN: 9780130176028

4th Edition

Authors: John C. Hull

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Question Posted: Jul 27, 2024 02:04 AM

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12.8. Suppose that an exchange constructs a stock index that tracks the return, including dividends, on a

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Fundamentals Of Futures And Options Markets

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