PRMIA 8006 Question Answer
If the continuously compounded risk free rate is 4% per year, and the continuous rate of dividend on a broad market index is 1% annually, what is the no-arbitrage 6-month futures price of the index if its spot value is $1000?
PRMIA 8006 Summary
- Vendor: PRMIA
- Product: 8006
- Update on: Jul 29, 2025
- Questions: 287
