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undefined The FTSE100 market index in London is currently sitting at 7000. The dividend yield on the FTSE100 is 3% pa and the riskfree rate

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The FTSE100 market index in London is currently sitting at 7000. The dividend yield on the FTSE100 is 3% pa and the riskfree rate is 5% pa. Calculate the fair price ("F") for a futures contract on the FTSE100 with delivery in 8 months? Enter you answer to 2 decimal places. Answer: 7090.32 x The correct answer is: 7093.96

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