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Consider a 6 - month futures contract on an index. Suppose that the stocks underlying the index provide a dividend yield of 2 % per

Consider a 6-month futures contract on an index. Suppose that the stocks underlying the index provide a dividend yield of 2% per annum, that the current value of the index is 2,000, and that the continuously compounded risk-free interest rate is 4% per annum. What is the futures price?

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