Question
The current level of the S&P 500 is 1,250. The dividend yield on the S&P 500 is 3%. The risk-free interest rate is 6%. The
The current level of the S&P 500 is 1,250. The dividend yield on the S&P 500 is 3%. The risk-free interest rate is 6%. The futures price quote for a contract on the S&P 500 due to expire 6 months from now should be __________.
| 1,274.33 | ||
| 1,286.95 | ||
| 1,268.89 | ||
| 1,291.29 |
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Managing Finance
Authors: CMI Books
1st Edition
1781252181, 978-1781252185
