4. The FTSE Index has an annualized dividend yield of 2.5% and a current price of £7462.00. The continuously-compounded
Posted: Tue Jan 18, 2022 12:57 pm
4. The FTSE Index has an annualized dividend yield of 2.5% and a current price of £7462.00. The continuously-compounded risk-free rate is 4%. What is the current fair price of a FTSE Index futures contract for delivery in 9 months' time?