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Business, 24.12.2019 01:31 johara

Erisk-free rate is 5% and the dividend yield on the s& p 500 index is 2%. which of the following is correct when a futures option on the index is being valued? a. the futures price of the s& p 500 is treated like a stock paying a dividend yield of 5%. b. the futures price of the s& p 500 is treated like a stock paying a dividend yield of 2%. c. the futures price of the s& p 500 is treated like a stock paying a dividend yield of 3%. d. the futures price of the s& p 500 is treated like a non-dividend-paying stock.

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Erisk-free rate is 5% and the dividend yield on the s& p 500 index is 2%. which of the following...
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