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The S&P 500 index currently stands at 3,320. The dividend yield on the index is 2% and the riskless interest rate is 1%, both per
The S&P 500 index currently stands at 3,320. The dividend yield on the index is 2% and the riskless interest rate is 1%, both per annum and expressed with continuous compounding. Assume no opportunities for index arbitrage. What is the S&P 500 index futures price for contracts that will expire in three months?
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Personal Financial Planning For Executives And Entrepreneurs
Authors: Michael J. Nathanson, Jeffrey T. Craig, Jennifer A. Geoghegan, Nadine Gordon Lee, Michael A. Haber, Seth P. Hieken, Matthew C. Ilteris, D. Scott McDonald, Joseph A. Salvati, Stephen R. Stelljes
1st Edition
3030405273, 978-3030405274
