Suppose that the dividend yield on a stock index is 3% per annum, and the risk free

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Suppose that the dividend yield on a stock index is 3% per annum, and the risk free interest rate is 9% per annum with continuous compounding. The current value of the index is 250. Calculate the six-month futures price.

Posted Date: May 19, 2024 01:11 PM

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Suppose that the dividend yield on a stock index is 3% per annum, and the risk free

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