Question
The current level of the S&P 500 is 1,000. The dividend yield on the S&P 500 is 2.8%. The risk-free interest rate is 1.2%. What
| The current level of the S&P 500 is 1,000. The dividend yield on the S&P 500 is 2.8%. The risk-free interest rate is 1.2%. What should a futures contract with a one-year maturity be selling for? (Do not round intermediate calculations.) |
| Futures price | $ |
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Matlab An Introduction with Applications
Authors: Amos Gilat
5th edition
1118629868, 978-1118801802, 1118801806, 978-1118629864
