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Fill the green box S&P 500 Synthetic Index Fund Market Data S&P 500 Index Level Interest Rate Dividend Yield Days to maturity Futures Fair Value
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S&P 500 Synthetic Index Fund Market Data S&P 500 Index Level Interest Rate Dividend Yield Days to maturity Futures Fair Value Futures Price Quote Contract Size Funds available for investment Number of futures to use 1282.62 5.10% 1.80% 365 0.00 $30,141,570.00 Futures Quote: 1324.90 SPX final = Strategy 2 - Synthetic Index Fund 30,141,570.00 Starting Cash 30, 141,570.00 Invest Cash Receive Interest Settle Future Final Portfolio Value, Vf Source = ??? Scenario 1: Index Change = 0 Strategy 1 - Stock Index Fund Starting Cash Buy SPX portfolio Receive Dividends Capital Gains on Portfolio Final Portfolio Value Strategy 2 - Strategy 1 = 1282.62 Strategy 2 30,141,570.00 30, 141,570.00 S&P 500 Synthetic Index Fund Market Data S&P 500 Index Level Interest Rate Dividend Yield Days to maturity Futures Fair Value Futures Price Quote Contract Size Funds available for investment Number of futures to use 1282.62 5.10% 1.80% 365 0.00 $30,141,570.00 Futures Quote: 1324.90 SPX final = Strategy 2 - Synthetic Index Fund 30,141,570.00 Starting Cash 30, 141,570.00 Invest Cash Receive Interest Settle Future Final Portfolio Value, Vf Source = ??? Scenario 1: Index Change = 0 Strategy 1 - Stock Index Fund Starting Cash Buy SPX portfolio Receive Dividends Capital Gains on Portfolio Final Portfolio Value Strategy 2 - Strategy 1 = 1282.62 Strategy 2 30,141,570.00 30, 141,570.00Step by Step Solution
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