Question
The current level of the S&P 500 is 500. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 5%. The
The current level of the S&P 500 is 500. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 5%. The futures price quote for a contract on the S&P 500 due to expire 3 months from now should be __________.
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Investments
Authors: Zvi Bodie, Alex Kane, Alan Marcus, Stylianos Perrakis, Peter
8th Canadian Edition
007133887X, 978-0071338875
