Question: Consider a forward contract on the S&P500 index. The contract date is 6 months from today. The risk free interest rate is 2.5%/year. The spot

Consider a forward contract on the S&P500 index. The contract date is 6 months from today. The risk free interest rate is 2.5%/year. The spot price of the index today is 2000. Find F, the forward price.

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