Index of [finpko.ku.edu]

Estimate the futures price of the index for three-month and six-month contracts. All interest rates and dividend yields are continuously compounded. The futures price for the three month contract is 1200e(0.03-0.012)×0.25 =1205.41. The futures price for the six month contract is 1200e(0.035-0.01)×0.5 =1215.09. Problem 5.27. ................
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