Question
Suppose the 180-day S&P 500 futures price is 1,535.43, while the cash price is 1,523.88. What is the implied difference between the risk-free interest rate
| Suppose the 180-day S&P 500 futures price is 1,535.43, while the cash price is 1,523.88. What is the implied difference between the risk-free interest rate and the dividend yield on the S&P 500? |
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakin
7th Global Edition
0273754440, 9780273754442
