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The current spot price of the S&P / ASX 2 0 0 is 7 , 1 8 3 and a S&P / ASX 2 0
The current spot price of the S&PASX is and a S&PASX index futures contract is quoted at The index pays a dividend yield of per annum with continuous compounding and the riskfree interest rate is per annum for all maturities with continuous compounding. What is the cost of carry for the S&PASX index? Your answer should be in decimals and accurate to three decimal places, ie should be written as
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