Question
A stock futures contract is priced at $38.80. The stock has a dividend yield of 1.2 percent, and the risk-free rate is 2.45 percent. If
A stock futures contract is priced at $38.80. The stock has a dividend yield of 1.2 percent, and the risk-free rate is 2.45 percent. If the futures contract matures in eight months, what is the current stock price?
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Local Public Finance
Authors: René Geissler, Gerhard Hammerschmid, Christian Raffer
1st Edition
3030674681, 978-3030674687
