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Question 19 5 points The SP500 stock index is currently 1000.00. The risk-free interest rate is 2% per year and the dividend yield on this
Question 19 5 points The SP500 stock index is currently 1000.00. The risk-free interest rate is 2% per year and the dividend yield on this index is 6% per year. Approximately what should be the equilibrium futures price on a contract which matures in 6 months? (You can use either continuous or discrete compounding.) None of these answers are correct 1000 0 1030 980 0 990 0 Question 20 Which of the following statements is consistent with the results of the Bodie-Rosansky study? They support the traditional Capital Asset Pricing Model but do support the theory of normal backwardation. 0 They support both the traditional Capital Asset Pricing Model and the theory of normal backwardation. They do not support the results of the traditional Capital Asset Pricing Model but do support the theory of normal backwardation. They do not support either the traditional Capital Asset Pricing Model or the theory of normal backwardation
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