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The multiplier for the S&P500 index futures is $250 per index point. Maturity is 1 year. You buy today when S&P is at 2915. Risk-free
The multiplier for the S&P500 index futures is $250 per index point. Maturity is 1 year. You buy today when S&P is at 2915. Risk-free = 2.8%. Div Yield = 1.9%.
What is cumulative gain/loss after day 5? (nearest dollar)
What is cumulative return after day 5, with initial margin = $25k. (2 decimal places)
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