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Unformatted text preview: The index spot price is 1500. The continuously compounded risk-free rate is 4%. The 6-month forward price is 1507.55. Solve for the implied dividend yield. A) 0.030 B) 0.014 C) 0.034 D) 0.023 E) 0.028...
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This note was uploaded on 08/31/2010 for the course FM 13678 taught by Professor Kellison during the Spring '10 term at St. Clair College.
- Spring '10