The risk-free rate of interest is 5% per annum with continuous compounding, and the dividend yield on

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The risk-free rate of interest is 5% per annum with continuous compounding, and the dividend yield on a stock index is 3.2% per annum. The current value of the index is 100. What is the six-month futures price?

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Posted Date: Apr 26, 2024 03:53 AM

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