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The NASDAQ 100 has a one year forward price of $7,700. The current spot price of the index is $7,500 and the annual continuous dividend
The NASDAQ 100 has a one year forward price of $7,700. The current spot price of the index is $7,500 and the annual continuous dividend yield is 2%.
What is the implied repo rate?
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Valuation The Art and Science of Corporate Investment Decisions
Authors: Sheridan Titman, John D. Martin
3rd edition
133479528, 978-0133479522
