Using the usual notation and dening each term write down the formula for the following: Forward price for an underlying asset which a) pavs no dividends over the life of the contract b) pavs discrete dividends with present value over the life of the contract c] pavs a continuous dividend over the life of the contract Risk Free Rate = 1% papc Dividend Yield on stock index is 3.2% papc Current Value of stock index is $150 What is the 6-month futures price