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Consider a stock index at 985.12 that is expected to pay a dividend of $4.5 in 10 days and $4.95 in 100 days. What is

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Consider a stock index at 985.12 that is expected to pay a dividend of $4.5 in 10 days and $4.95 in 100 days. What is the price of a futures contract on the index that expires in 120 days? The risk-free rate is 2.5% O a. 983.66 ob. 984.5 OC. 985.12 od. 985.89 e. 987.12

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