ESSEN.OF INVESTMENTS(LOOSE)W/CONNECT<BI>
ESSEN.OF INVESTMENTS(LOOSE)W/CONNECT<BI>
11th Edition
ISBN: 9781264800919
Author: Bodie
Publisher: MCG
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Chapter 17, Problem 2PS

The current level of the S&P 5 00 is 2 , 4 00 . The dividend yield on the S&P 5 00 is 2 % . The risk-free interest rate is 1 % . What should be the price of a one-year maturity futures contract? LO 17 3

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