(1) On April 5th of a particular year, an index futures contract was trading at 2062 and the index was trading at 2050. Risk-free rate is 1.83% per year, dividend yield is 1.08% per year, and the futures contract expires on June 20th (with 77 calendar days, and you can use the 365 days per year). (a) Calculate the theoretically fair price for the stock index futures. (b) Based on the quoted market price of the index futures, 2062, calculate the implied repo rate. What does it mean