27. The equilibrium price for a stock index futures contract will be equal to the index value multiplied by: a. (1+risk.free.rate+dividend.yield). b. (1-risk.free.rate-dividend.yield). c. (1-risk.free.rate+dividend.yield). d. (1+risk.free.rate-dividend yield). 28. The rate of return that we can lock in by simultaneously buying a spot asset and selling a futures contract on that asset is known as the: a. internal rate of return. b. basis. c. implied repo rate