Question
Currently (on June 23) the value of August BIST 30 index futures is 1560 while the spot BIST 30 index has a value of 1512.
Currently (on June 23) the value of August BIST 30 index futures is 1560 while the spot BIST 30 index has a value of 1512. Given that the current annual interest rate in Turkey is 20% and the annual dividend yield of the BIST 30 index is 4%;
a) Calculate the theoretical price of BIST 30 August index futures (assume 30 days per month and 360 days per year)
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Mein Ultimativer Weihnachts Planer
Authors: Zizo Nimane
1st Edition
B0CM2J8GTG
