You are given the following information regarding the S&P 500 index: The current price is 4,000.
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Question:
You are given the following information regarding the S&P 500 index:
The current price is 4,000.
The 2-year forward price is 4,100.
The continuously compounded risk free rate is 4%.
Determine:
a. The 6-month forward price.
b. The continuously-compounded dividend yield.
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9781265553609
13th Edition
Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan
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