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Consider a futures contract on a stock index. Suppose that the current index level is 1,783, the four-month index futures level is 1,815, the dividend

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Consider a futures contract on a stock index. Suppose that the current index level is 1,783, the four-month index futures level is 1,815, the dividend yield on the index is 2.5%. The implied repo rate is: O 0.178% O 7.836% 9.468% 2.836%

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