Question
1. The current level of the S&P 500 is 1250. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 6%.
1. The current level of the S&P 500 is 1250. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 6%. The futures price quote for a contract on the S&P 500 due to expire 6 months from now should be __________. A. 1291.29 B. 1268.61 C. 1274.75 D. 1321.58 E. 1286.95
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Volatility Trading
Authors: Euan Sinclair
2nd Edition
1118347137, 9781118347133
