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Given a stock index with current value of $1.500, an anticipated dividend with present value of $62 paid out over the next year and a
Given a stock index with current value of $1.500, an anticipated dividend with present value of $62 paid out over the next year and a risk-free rate of 5.75%, what should be the price of one 1-year futures contract on the index?
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To calculate the price of a oneyear futures contract on the stock index we need to use the costofcar...
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Statistics For Business And Economics
Authors: Paul Newbold, William Carlson, Betty Thorne
8th Edition
0132745658, 978-0132745659
