Question
The stock index futures contract is currently at 10000.00. If the risk-free rate is 3% per year and the dividend yield is greater than 3%,
The stock index futures contract is currently at 10000.00. If the risk-free rate is 3% per year and the dividend yield is greater than 3%, which is a possible equilibrium futures price on a contract which mature in 9 months?
| 10200 | ||
| 10100
| ||
| All of these answers are possible
| ||
| 10000
| ||
| 9800 |
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Wiley CIA Essentials Of Internal Auditing Exam Review 2022 Part 1
Authors: S. Rao Vallabhaneni
1st Edition
1119846285, 978-1119846284
