The current level of the S&P 500 is 3,000. The dividend yield on the S&P 500 is

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The current level of the S&P 500 is 3,000. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 1%. What should be the price of a one-year maturity futures contract?

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ISE Essentials Of Investments

ISBN: 9781265450090

12th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Nov 22, 2023 03:12 AM

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The current level of the S&P 500 is 3,000. The dividend yield on the S&P 500 is

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The price of a oneyear maturity futures contract on the SP 500 should be 302998 The futures pric...View the full answer

ISE Essentials Of Investments

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