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The S&P500 index is currently valued at 2862 . What should be the price (F0) on the futures contract expiring 79 DAYS from now if

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The S\&P500 index is currently valued at 2862 . What should be the price (F0) on the futures contract expiring 79 DAYS from now if the S\&P500 has a dividend yield of 1.70%, the rf is 2.75%, and the S\&P 500 has an expected return of 5.00% ? Assume the risk-free rate and yields are annualized, and there are 365 DAYS per year. 2,852.85 2,806.52 2.839.22 2,868.48 2.829.76

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