Solved

Given a Stock Index with a Value of $1,000, an Anticipated

Question 23

Multiple Choice

Given a stock index with a value of $1,000, an anticipated dividend of $30, and a risk-free rate of 6%, what should be the value of one futures contract on the index?


A) $943.40
B) $970.00
C) $1,030.00
D) $915.09

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions