SPY tracks the S&P Index and is currently at $415.4. The riskless rate for 6-months is 1.0%.

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SPY tracks the S&P Index and is currently at $415.4. The riskless rate for 6-months is 1.0%. What should be the Futures price for delivery of 100 SPY shares 6-months from now?

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Essentials of Investments

ISBN: 978-0077835422

10th edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Posted Date: May 31, 2023 05:24 AM

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SPY tracks the S&P Index and is currently at $415.4. The riskless rate for 6-months is 1.0%.

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Answer The forward and future price is the price of any security and i... View the full answer

Essentials of Investments

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