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The S&P 500 spot price is 4,157.50. The annual risk-free rate is 3.2% and the annual dividend yield on the S&P 500 Index is 3.9%.
- The S&P 500 spot price is 4,157.50. The annual risk-free rate is 3.2% and the annual dividend yield on the S&P 500 Index is 3.9%. What is the 8-month E-mini futures price that satisfies parity?
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The Future For Investors
Authors: Jeremy Siegel
1st Edition
140008198X, 978-1400081981
