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    Derivatives and Risk Management Study Set 2
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    Exam 8: Principles of Pricing Forwards,futures and Options on Futures
  5. Question
    A Stock Index Futures Price Is the Stock Price Compounded
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A Stock Index Futures Price Is the Stock Price Compounded

Question 33

Question 33

True/False

A stock index futures price is the stock price compounded to expiration at the risk-free rate plus the future value of the dividends.

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