Question
The current level of the S&P 500 is 1600. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 6%. The
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The current level of the S&P 500 is 1600. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 6%. The futures price for a contract on the S&P 500 due to expire 6 months from now should be __________.
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1578.35
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1625.35
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1631.69
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1678.78
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Entrepreneurial Finance
Authors: J. Chris Leach, Ronald W. Melicher
7th Edition
0357442040, 978-0357442043
