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The risk-free rate of interest is 10% per annum with continuous compounding and the dividend yield on a stock index is 5.3% per annum. The

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The risk-free rate of interest is 10% per annum with continuous compounding and the dividend yield on a stock index is 5.3% per annum. The current value of the index is 120 . What is the six-month futures price? $117.21 $126.15 $123.22

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