ple Choices
(Choose 1 answer)
(24905) What would be the spot price if a stock index futures price were $75, the risk-free rate were 10 percent, the continuously compounded dividend yield is 3 percent, and the futures contract expires in three months?
A. $73.70
Β. $77.48
C. $72.60
D. $76.32
E. none of these
Q: 39
