Question
Suppose the 180-day S&P 500 futures price is 1,170.78, while the cash price is 1,158.57. What is the implied difference between the risk-free interest rate
| Suppose the 180-day S&P 500 futures price is 1,170.78, while the cash price is 1,158.57. What is the implied difference between the risk-free interest rate and the dividend yield on the S&P 500? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) |
| Difference | % |
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Behavioural Approaches To Corporate Governance
Authors: Cameron Elliott Gordon
1st Edition
1138611395, 978-1138611399
