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Business, 02.01.2020 20:31 elliswilliams6035
The multiplier for a futures contract on the stock-market index is $50. the maturity of the contract is one year, the current level of the index is 2,000, and the risk-free interest rate is 0.6% per month. the dividend yield on the index is 0.3% per month. suppose that after one month, the stock index is at 2,055.
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The multiplier for a futures contract on the stock-market index is $50. the maturity of the contract...
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