Question: please help need asap Suppose the S&P 500 index is at 1315.34. The dividend yield on the index is 2.89%. What is the fair value
please help need asap
Suppose the S\&P 500 index is at 1315.34. The dividend yield on the index is 2.89%. What is the fair value of an S\&P futures contract that calls for delivery in 106 days if the T-bills yield 8.97% ? Answer: [F0=S0e(rq)T] A) 1315.34 B) 1292.32 C) 1338.77 D) 1326.43
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