You are analyzing the fair value of Stock Index Future SIF (FBM KLCI) for your clients with

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You are analyzing the fair value of Stock Index Future SIF (FBM KLCI) for your clients

with following data.

The average annual dividend yield of the FBM KLCI is 4%

The risk free interest rate is 10% annualized; ▪ The spot index, the FBM KLCI is now 980 points; ▪ index multiplier is RM 50.

You are required to compute the correct price of a SIF contract if its maturity period in 4 months, 6 months and 9 months.

Related Book For answer-question

Financial Accounting in an Economic Context

ISBN: 978-0470635292

8th Edition

Authors: Jamie Pratt

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Posted Date: Nov 10, 2022 05:52 AM

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You are analyzing the fair value of Stock Index Future SIF (FBM KLCI) for your clients with

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The fair value of the SIF contract can be calculated using the d... View the full answer

Financial Accounting in an Economic Context

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