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The ASX200 index is currently sitting at 6458. The risk-free interest rate is 2% per annum. Exactly three months remain before the Nov-19 SP1200 futures
The ASX200 index is currently sitting at 6458. The risk-free interest rate is 2% per annum. Exactly three months remain before the Nov-19 SP1200 futures contract expires. The SP1200 is quoted at 6410. This futures price implies that the dividend yield on the ASX200 market index is: a 2.00% b 0.98% C 2.48% d 4.98% e The futures price tells us nothing about the dividend yield
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