Multiple Choice
The current level of the S&P 500 is 1,250. The dividend yield on the S&P 500 is 3%. The risk-free interest rate is 6%. The futures price quote for a contract on the S&P 500 due to expire 6 months from now should be ________.
A) 1,274.33
B) 1,286.95
C) 1,268.61
D) 1,291.29
Correct Answer:
Verified
Correct Answer:
Verified
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