part the s&R index spot price is 1200 and, the risk-hee rate is 429%, dividend yield on the index is 2% LYou the a. What is the fair (no arbitrage) price of a 6 month forward contrect (3 points) b. Suppose you observe a six month-forward price of 1125 undertake? Justify your answer by creating calcuilating the positive which shows the cash flows and the profit from such an arbitrage an appropriate synthetic payoft. Organire your results by providing an appropriate table 6 points) The S&R index spot price is 1100 and the continuously compounded risk-free rate is ou observe a 9-month forward price of 1129.257. What annualized dividend yield, 6, is implied by this forward price? 5% (3p0 at is the annualized forward premium (3 the s&R index spot price is 1100 and, the risk-free rate i.yL sed the dividend yield on the index is 2% a. What is the fair (no arbitrage) price of a 6 monith forward contract? 13 points b. Suppose you observ e a six month-forward p rice of 1125. what herio undertake? Justify your answer by creating an appropriate n calculating the positive payoff. Organize your which forward and appropriate synthetic 16 points) shows the cash flows and the profit from such an arbitrage. The S&Rindex spot price is 1100 and the continuously compounded risk-free rate is 5% Hou observe a 9-month forward price of 1129.257. 2 a) What annualized dividend yield, 6, is implied by this forward price? (3 poin Vhat is the annualized forward premium? (3 p part the s&R index spot price is 1200 and, the risk-hee rate is 429%, dividend yield on the index is 2% LYou the a. What is the fair (no arbitrage) price of a 6 month forward contrect (3 points) b. Suppose you observe a six month-forward price of 1125 undertake? Justify your answer by creating calcuilating the positive which shows the cash flows and the profit from such an arbitrage an appropriate synthetic payoft. Organire your results by providing an appropriate table 6 points) The S&R index spot price is 1100 and the continuously compounded risk-free rate is ou observe a 9-month forward price of 1129.257. What annualized dividend yield, 6, is implied by this forward price? 5% (3p0 at is the annualized forward premium (3 the s&R index spot price is 1100 and, the risk-free rate i.yL sed the dividend yield on the index is 2% a. What is the fair (no arbitrage) price of a 6 monith forward contract? 13 points b. Suppose you observ e a six month-forward p rice of 1125. what herio undertake? Justify your answer by creating an appropriate n calculating the positive payoff. Organize your which forward and appropriate synthetic 16 points) shows the cash flows and the profit from such an arbitrage. The S&Rindex spot price is 1100 and the continuously compounded risk-free rate is 5% Hou observe a 9-month forward price of 1129.257. 2 a) What annualized dividend yield, 6, is implied by this forward price? (3 poin Vhat is the annualized forward premium? (3 p
