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The (hypothetical) ABC index spot price is currently at 1302 and the continuously compounded riskfree ratais 6% p.a. The 6 -month observed futures price on
The (hypothetical) ABC index spot price is currently at 1302 and the continuously compounded riskfree ratais 6% p.a. The 6 -month observed futures price on the index is 1335 . What is the implied annual dividend yield per annual? (answer should be in % term, with 2 decimal places. For example: if your answer is 2.45%, you should fill in 2.45 instead of 0.0245.)
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