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Suppose S&P 200 is at 6900. Assume the continuous dividend yield is 4.0% p.a. and the risk-free rate of returns is 5.0% p.a. If a

Suppose S&P 200 is at 6900. Assume the continuous dividend yield is 4.0% p.a. and the risk-free rate of returns is 5.0% p.a. If a SPI futures contract has 48 days left to expiry, what should its price be?

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