Assume that the 3-month futures contract on spx settled at, Financial Management

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Assume that the 3-month futures contract on spx settled at

Assume that the 3-month futures contract on SPX settled at 2070, r = 0.25%, q = 2.25%, arbitrage transactions costs (TC) involving these futures contract are 1.16 (index points). The TC band is [2060.84, 2058.52]. Therefore, the index (SPX) must have closed at

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Financial Management: Assume that the 3-month futures contract on spx settled at

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Financial Management: Assume that the 3-month futures contract on spx settled at

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