What is the implied difference between the risk-free


Suppose the 180-day S&P 500 futures price is 1,163.76, while the cash price is 1,154.79. What is the implied difference between the risk-free interest rate and the dividend yield on the S&P 500? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

Difference %

Request for Solution File

Ask an Expert for Answer!!
Risk Management: What is the implied difference between the risk-free
Reference No:- TGS02334170

Expected delivery within 24 Hours