Financial Risk Manager Part 1
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An analyst at an investment company is estimating the price of the S&P 500 Index futures contract maturing in 6 months. The analyst collects the following market information:
- Current level of the S&P 500 Index: USD 3,200
- Risk-free interest rate: 1.80% per year
- Dividend yield: 2.40% per year
Which of the following values is the closest to the price of a 6-month S&P 500 futures contract?
An analyst at an investment company is estimating the price of the S&P 500 Index futures contract maturing in 6 months. The analyst collects the following market information:
- Current level of the S&P 500 Index: USD 3,200
- Risk-free interest rate: 1.80% per year
- Dividend yield: 2.40% per year
Which of the following values is the closest to the price of a 6-month S&P 500 futures contract?
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