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S&P500 closes @ 4392, and six-month S&P500 futures has a settlement price of 4423. S&P500 expected dividend yield is 2% annually. What is the implied

S&P500 closes @ 4392, and six-month S&P500 futures has a settlement price of 4423. S&P500 expected dividend yield is 2% annually. What is the implied repo rate ?

  • A.

    2.42%

  • B.

    2.71%

  • C.

    2%

  • D.

    3.42%

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