Question
The S&P 500 Index value is 4,125.50. The monthly risk-free rate is 0.30% and the monthly S&P 500 dividend yield is 0.42%. 3 pts a.
The S&P 500 Index value is 4,125.50. The monthly risk-free rate is 0.30% and the monthly S&P 500 dividend yield is 0.42%. 3 pts
a. What should be the three-month E-mini futures price?
b. What should be the eight-month E-mini futures price?
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The Oxford Handbook Of Quantitative Asset Management
Authors: Bernd Scherer, Kenneth Winston
1st Edition
0199553432, 978-0199553433
