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The risk-free rate is 3% and the dividend yield on the S&P index is 2.5%. S&P Index Risk-free rate 3.0% Dividend yield 2.5% What is
The risk-free rate is 3% and the dividend yield on the S&P index is 2.5%.
| S&P Index | |
|---|---|
| Risk-free rate | 3.0% |
| Dividend yield | 2.5% |
What is the delta with respect to S&P for one-year futures on the index? (Show Work)
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The School Fundraising Handbook
Authors: Lindsey Marsh
1st Edition
1785834266, 978-1785834264
