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Share price index (SPI) futures for delivery in exactly five-month are priced at 7500. The continuously compounded dividend yield on the SPI is 3.3% p.a.

Share price index (SPI) futures for delivery in exactly five-month are priced at 7500. The continuously compounded dividend yield on the SPI is 3.3% p.a. and the risk-free rate with continuous compounding is 2.1% p.a. for all maturities. What is the no-arbitrage value of the SPI futures contract expiring in two months time

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