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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

image text in transcribedimage text in transcribed 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 5405

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