Assume it is now 17 January 2020 and the KLSE composite index is at 1146. The risk-free

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Assume it is now 17 January 2020 and the KLSE composite index is at 1146. The risk-free interest rate is 5% p.a. The weighted average dividend yield of the KLSE composite index is 2.3% p.a. What would be the fair value of the June 2020 KLSE CI futures contract?

Posted Date: May 18, 2024 10:16 PM

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Assume it is now 17 January 2020 and the KLSE composite index is at 1146. The risk-free

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