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Please Show Work In Excel? Assume the front month futures contract for the S&P 500 closed tonight at 5330, and the actual index closed this
Please Show Work In Excel?
Assume the front month futures contract for the S&P 500 closed tonight at 5330, and the actual index closed this afternoon at 5200. Assume required initial margins are 4% for S&P 500 futres contracts, and broker loan rates are at an 8% rate. Assume the futures contract expires in 4 months. What is the fair value for the S&P 500 index? What is the fair value for the S&P 500 index? 5230 5333 5390 5405 Assume the front month futures contract for the S&P 500 closed tonight at 5330, and the actual index closed this afternoon at 5200. Assume required initial margins are 4% for S&P 500 futres contracts, and broker loan rates are at an 8% rate. Assume the futures contract expires in 4 months. What is the fair value for the S&P 500 index? What is the fair value for the S&P 500 index? 5230 5333 5390 5405Step by Step Solution
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