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The risk-free rate of interest is 8% CC per annum, and the dividend yield on a stock index is 4.2% CC per annum. The current

The risk-free rate of interest is 8%CC per annum, and the dividend yield on a stock index is 4.2%CC per annum. The current value of the stock index is 13,000. What is the estimated six-month futures price of the stock index?

A.

12,755

B.

13,249

C.

13,504

D.

13,531

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