The price of the 6-month futures contract can be determined using the formula for the forward price on a financial asset, which is given by:

$Fo,T = Soe^{(r-q)T}$

where:

• $So$ is the spot price of the asset.
• $r$ is the continuously compounded risk-free interest rate.
• $q$ is the continuous dividend yield on the asset.
• $T$ is the time until the delivery date in years.

Given the information from the file:

• The spot price of the stock index ($So$) is USD 750.
• The continuously compounded risk-free rate ($r$) is 3.5% per year.
• The continuously compounded dividend yield ($q$) is 2.0% per year.
• The time until delivery ($T$) is 0.5 years (6 months).

Plugging these values into the formula, we get:

$Fo = 750e^{(0.035 - 0.02) \times 0.5}$ $Fo = 750e^{0.015 \times 0.5}$ $Fo = 750e^{0.0075}$ $Fo \approx 750 \times 1.0076$ $Fo \approx 755.65$

Therefore, the correct price of the 6-month futures contract is USD 755.65, which corresponds to option B. This calculation is based on the no-arbitrage principle, ensuring that the futures price reflects the cost of carrying the asset until the delivery date, adjusted for dividends and the risk-free rate.