What is the spot price of a stock index if the full carry stock index futures price

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What is the spot price of a stock index if the "full carry" stock index futures price is 3,500.00, the 3-month T-bill rate is 0.50%, the dividend yield is 2.00%, and the futures contract has three (3) months until expiration?

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Introduction To Corporate Finance

ISBN: 9781118300763

3rd Edition

Authors: Laurence Booth, Sean Cleary

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Posted Date: Oct 03, 2023 03:21 AM

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What is the spot price of a stock index if the full carry stock index futures price

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The spot price of a stock index can be calculated using the formula fo... View the full answer

Introduction To Corporate Finance

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