You have gone long on a 1-yearstock indexfuturescontract priced at $3000. The index' log dividend yield is

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You have gone long on a 1-yearstock indexfuturescontract priced at $3000. The index' log dividend yield is 5% andthe log risk free rate is 0%.What is the value of the futures contract 3 months prior to expiration if the index stands at 3,100?

Posted Date: May 17, 2024 11:09 AM

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You have gone long on a 1-yearstock indexfuturescontract priced at $3000. The index' log dividend yield is

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