Suppose the 6-month S&P 500 futures price is 1,399.25, while the cash price is 1,370.48. What is the implied dividend yield on the S&P 500 if the risk-free interest rate is 5 percent?
Suppose the 6-month S&P 500 futures price is 1,399.25, while the cash price is 1,370.48. What is the implied dividend yield on the S&P 500 if the risk-free interest rate is 5 percent?
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Related questions
| Suppose the 180-day S&P 500 futures price is 1,163.76, while the cash price is 1,154.79. What is the implied difference between the risk-free interest rate and the dividend yield on the S&P 500? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) |
| Difference | % |
| Suppose the 180-day S&P 500 futures price is 1,163.76, while the cash price is 1,154.79. What is the implied difference between the risk-free interest rate and the dividend yield on the S&P 500? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) |
| Difference | % |
