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Suppose the 180-day S&P 500 futures price is 1,168.44, while the cash price is 1,157.31. What is the implied difference between the risk-free interest rate
Suppose the 180-day S&P 500 futures price is 1,168.44, while the cash price is 1,157.31. What is the implied difference between the risk-free interest rate and the dividend yield on the S&P 500?
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Return Distributions In Finance
Authors: Stephen Satchell, John Knight
1st Edition
0750647515, 978-0750647519
