Answered: index currently stands at 1,500. a 3…

index currently stands at 1,500. a 3 months future has a strike price of 1,515 the three-month risk-free rate is 6% p.a. what is the implied dividend yield

Brief Principles of Macroeconomics (MindTap Course List)

8th Edition

ISBN:9781337091985

Author:N. Gregory Mankiw

Publisher:N. Gregory Mankiw

Chapter9: The Basic Tools Of Finance

Section: Chapter Questions

Problem 3CQQ

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an index currently stands at 1,500. a 3 months future has a strike price of 1,515 the three-month risk-free rate is 6% p.a. what is the implied dividend yield?

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