Multiple Choice
Suppose S&P 200 is at 6020.Assume the continuous dividend yield is 4.5% p.a.and the risk-free rate of returns is 3% p.a.If a SPI futures contract has 62 days left to expiry,what should its price be?
A) 3019
B) 3048
C) 5795
D) 6005
Correct Answer:
Verified
Correct Answer:
Verified
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