Question
E-mini S&P future that expires in six months trades at 4010. S&P 500 index is at 4000 right now. Risk-free rate is 1%. Compute the
E-mini S&P future that expires in six months trades at 4010. S&P 500 index is at 4000 right now. Risk-free rate is 1%. Compute the dividend yield (% per year) implied by the futures price.
Question 9 options:
|
| 0% |
|
| 1% |
|
| 0.5% |
|
| 0.75% |
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N. Hyman
5th Edition
0030113172, 978-0030113178
