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Assume that risk-free rate is fixed at 2% in continuously compounded annual terms. For each date from Oct 1st, 2021 to Dec 31st, 2021, compute

Assume that risk-free rate is fixed at 2% in continuously compounded annual terms. For each date from Oct 1st, 2021 to Dec 31st, 2021, compute the theoretical price of a Futures contract written on the S&P500 index that matures on Dec 31st, 2021. Ignore the subtle difference between Forwards and Futures (i.e. disregard daily settlement)

Date Daily Adj. Close (Sept 30, 2021 - Oct 1, 2019) Log Return BA SP 500 Log Return SPY
1-Oct-19 370.56 282.69
2-Oct-19 363.07 -2.04% 277.69 -1.78%
3-Oct-19 367.72 1.27% 279.97 -1.34%

TABLE FOR BOEING COMPANY(CANT SHOW FULL TABLE OR WILL BE TOO LONG)

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