The current level of the $S$&$P500$ is $4,000.$ The dividend yield on the $S$&$P500$ is $3\%$ per annum. The risk$-$free

interest rate is $6\%$ per annum. The futures price quote for a contract on the S&P $500$ due to expire $6$ months from

now should be closest to

Select one alternative:

$$4,079\mathrm{.}21$

$$4,000\mathrm{.}00$

$$4,039\mathrm{.}80$

$$4,059\mathrm{.}56$