Question
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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International Financial Reporting Standards An Introduction
Authors: Belverd Needles, Marian Powers
2nd edition
053847680X, 978-1111793234, 1111793239, 978-0538476805
