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11. When dividend-paying assets are involved, the spot-futures parity relationship can be stated as F1=S0(1+rf)F0=S0(1+rfd)TF0=S0(1+rf)TF0=S0(1+rf+d)T 11 1.5 points When dividend-paying assets are involved, the spot-futures
11.
When dividend-paying assets are involved, the spot-futures parity relationship can be stated as F1=S0(1+rf)F0=S0(1+rfd)TF0=S0(1+rf)TF0=S0(1+rf+d)T11 1.5 points When dividend-paying assets are involved, the spot-futures parity relationship can be stated as Fl = So(l + ft) FO = SO(I + r f. d) T Fo = so(l + rf)T FO = S(l + rf+
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