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Given a stock index with a value of $ 1 , 4 0 0 , an anticipated dividend of $ 6 2 and a risk

Given a stock index with a value of $1,400, an anticipated dividend of $62 and a risk-free rate of 5.75%, what should be the value of one futures contract on the index?
a. $1343.40
b. $62.00
c. $1,418.50
d. $1,366.44
e. None of the above

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