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The S&P500 index currently trades for $2,338 per share with a dividend yield of 3.8% per year continuously compounded. The riskless rate of interest is

The S&P500 index currently trades for $2,338 per share with a dividend yield of 3.8% per year continuously compounded. The riskless rate of interest is 4.1% per year c.c. What is the fair value of a futures contract on the S&P500 maturing in 10 months?

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