The S\&P500 index is currently valued at 2864 . What should be the price (F0) on the futures contract expiring 13 MONTHS from now if the S\&P500 has a dividend yield of 1.60%, the rf is 3.00%, and the S\&P500 has an expected return of 5.00% ? Assume the risk-free rate and yields are annualized, and there are 12 MONTHS per year. 2,920.98 2,893.79 2,907.46 2,954.12 2,938.86