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The S&P 500 is currently at an index value of 4,130. The risk-free rate is at 250 bps (2.50%), continuously compounded. The continuously compounded annual
The S&P 500 is currently at an index value of 4,130. The risk-free rate is at 250 bps (2.50%), continuously compounded. The continuously compounded annual dividend yield on the S&P 500 is currently 1.52%. What is the fair price of a 6-month forward on the S&P 500 index?
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4,109.81
4,130.00
4,150.29
4,170.67
4,181.95
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