Question
A stock index currently stands at 312. The risk-free rate is 6% per annum (with cont. comp) and the dividend yield on the index is
A stock index currently stands at 312. The risk-free rate is 6% per annum (with cont. comp) and the dividend yield on the index is 3% per annum (with cont. comp). What should the futures price for a 4-month contract be?
(round to the nearest 0.01)
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The Handbook Of Mergers And Acquisitions
Authors: David Faulkner, Satu Teerikangas, Richard J. Joseph
1st Edition
0199601461, 978-0199601462
