The current level of the S&P 500 is 1,500. The dividend yield on the S&P 500 is
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The current level of the S&P 500 is 1,500. The dividend yield on the S&P 500 is 3.0%. The risk-free interest rate is 1.2%. What should a futures contract with a one-year maturity be selling for?
Related Book For
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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