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Using the following information, calculate the theoretical future prices on each trading day for a futures contract expiring March 31, 2023 Day Risk free Rate

Using the following information, calculate the theoretical future prices on each trading day for a futures contract expiring March 31, 2023

Day Risk free Rate Spot Price Dividend Yield
9-Jan-2023 4.7 $ 3,892.09 1.72
10-Jan-2023 4.73 $ 3,919.25 1.71
11-Jan-2023 4.72 $ 3,969.61 1.69
12-Jan-2023 4.66 $ 3,983.17 1.68
13-Jan-2023 4.67 $ 3,999.09 1.67
17-Jan-2023 4.71 $ 3,990.97 1.68
18-Jan-2023 4.69 $ 3,928.86 1.7
19-Jan-2023 4.71 $ 3,898.85 1.72
20-Jan-2023 4.72 $ 3,972.61 1.69
23-Jan-2023 4.73 $ 4,019.81 1.67
24-Jan-2023 4.72 $ 4,016.95 1.67
25-Jan-2023 4.72 $ 4,012.22 1.67
26-Jan-2023 4.71 $ 4,060.43 1.65
27-Jan-2023 4.73 $ 4,070.56 1.64

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