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Using the current spot and futures prices (settlement for all available contracts)forSPX and the Nikkei225, calculate the implied continuous dividend rate for each index, assuming
Using the current spot and futures prices (settlement for all available contracts)forSPX and the Nikkei225, calculate the implied continuous dividend rate for each index, assuming no transaction costs
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Personal Financial Planning
Authors: Lewis J. Altfest
2nd edition
1259277186, 978-1259277184
