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Suppose the 180-day S&P 500 futures price is 1,293.25, while the cash price is 1,276.72. What is the implied difference between the risk-free interest rate
Suppose the 180-day S&P 500 futures price is 1,293.25, while the cash price is 1,276.72. 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.) |
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