Question
The SP500 stock index is currently 1000.00. The risk-free interest rate is 2% per year and the dividend yield on this index is 6% per
The SP500 stock index is currently 1000.00. The risk-free interest rate is 2% per year and the dividend yield on this index is 6% per year. Approximately what should be the equilibrium futures price on a contract which matures in 6 months? (You can use either continuous or discrete compounding,)
| 980
| ||
| 1030
| ||
| 990
| ||
| None of these answers are correct | ||
| 1000
|
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The Handbook Of Financial Modeling
Authors: Jack Avon
2nd Edition
1484265394, 978-1484265390
