Incorrect Question 16 0/1 pts Consider a 6-month futures contract on the S&P 500 index. If the current value of the index is 1,000, and the dividend yield is 3 percent per year continuously compounded. What would the risk-free rate of interest have to be to eliminate the arbitrage opportunity when the S&P 500 index futures price is $995.01? Please round your answer to three decimal places and do not express the number solution in percentage. For example, proper format is 0.013 rather than 1.3%. Your answer: 0.02