The S&P 500 Index value is 4,125.50. The monthly risk-free rate is 0.30% and the monthly S&P

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The S&P 500 Index value is 4,125.50. The monthly risk-free rate is 0.30% and the monthly S&P 500 dividend yield is 0.42%. 3 pts

a. What should be the three-month E-mini futures price?

b. What should be the eight-month E-mini futures price?

Related Book For answer-question

Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Mar 24, 2023 12:55 AM

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The S&P 500 Index value is 4,125.50. The monthly risk-free rate is 0.30% and the monthly S&P

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Fundamentals of Futures and Options Markets

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