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O EXAM2 SU2019 On January 1, you bought one April S&P 500 Index futures contract at a futures price of 895. If the April futures

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O EXAM2 SU2019 On January 1, you bought one April S&P 500 Index futures contract at a futures price of 895. If the April futures e is 800 on February 1, your profit would be tiplier is 250.) -$23,750 if you close your position. (The contract B)-$26,250 C) $26,250 D) $23,750 E) Other The current level of the S&P 500 is 1,100. The dividend yield on the S&P 500 is 5 %. The risk-free interest rate is 17.75%. The futures price quote for a contract on the S&P 500 due to expire 3 months from now should be ) 1,133.52 E) Other C) 1,110.84 ) 1,116.56 B) 1,128.98 The spot price for gold is $1,200 per ounce. The dividend yield on the S&P 500 is 3.8 %. The risk-free 5.05%. The futures price for gold for a 3-month contract on gold should be $1,152.03 3) D) $1,204.77 EJOther C) $1,201.08 B) $1,216.12 A)

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