Some fund managers are trading the dividend difference among the component stocks in S&P500 index. 1) Given the following information, if the trading strategys profit is $2,000, what should be the dividend yield for the high-dividend portfolio? (Assume all the rates are continuously compounded.) Portfolio Return in 6 months Initial Value (X) Annualized dividend yield Maturity Interest rate H 10% 1,000,000 ? 6 months 0.5% SPX 10% 1,000,000 1.71% 6 months 0.5% CORR(H, XPX)= 1 Notation: H is the high-dividend portfolio; SPX is the S&P500 portfolio; CORR is correlation.