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A stock index currently stands at 350. The risk-free interest rate is 4% per annum (with continuous compounding) and the dividend yield on the index
A stock index currently stands at 350. The risk-free interest rate is 4% per annum (with continuous compounding) and the dividend yield on the index is 3% per annum. What should the futures price for a 4-month contract be? (Please show all steps)
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