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The risk-free rate of interest is 5.8% per annum with continuous compounding, and the dividend yield on a stock index is 2.1% per annum. The
The risk-free rate of interest is 5.8% per annum with continuous compounding, and the dividend yield on a stock index is 2.1% per annum. The current value of the index is $ 149. What is the 6-month futures price? Enter your answer correct to 2 decimal places.
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