Question
Suppose the S&P/ASX 200 is at 6020. Assume the continuous dividend yield is 4.5% per annum and the risk-free rate of return is 3% per
Suppose the S&P/ASX 200 is at 6020. Assume the continuous dividend yield is 4.5% per annum and the risk-free rate of return is 3% per annum. If a SPI futures contract has 62 days left to expiry, what should its price be?
Select one:
a.6111
b.6035
c.6005
d.5930
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
