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Given a Stock Index with a Value of $1,500, an Anticipated

Question 19

Multiple Choice

Given a stock index with a value of $1,500, an anticipated dividend of $62 and a risk-free rate of 5.75%, what should be the value of one futures contract on the index?


A) $1,343.40
B) $62.00
C) $1,418.44
D) $1,524.25

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