Question
SPY tracks the S&P index and is currently at $408.8. The risk free rate for 6 months is 0.9%. What should be the features price
SPY tracks the S&P index and is currently at $408.8. The risk free rate for 6 months is 0.9%. What should be the features price for delivery of 100 SPY shares 6 months from now? Round answer to two decimals.
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Empirical Finance
Authors: Sardar M. N. Islam, Sethapong Watanapalachaikul
1st Edition
3790815519, 978-3790815511
