The current level of the sampp 500 is 1200 the dividend
The current level of the S&P 500 is 1,200. The dividend yield on the S&P 500 is 2%. The risk-free interest rate is 1%. What should a futures contract with a one-year maturity be selling for?
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problem 1 evaluate intint logx2 y2 dx problem 1 evaluate intint logx2 y2 dx
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the current level of the sampp 500 is 1200 the dividend yield on the sampp 500 is 2 the risk-free interest rate is 1
on january 1 you sold one march maturity sampp 500 index futures contract at a futures price of 1200 if the futures
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