If the continuously compounded risk free rate is 4% per year, and the continuous rate...

PRMIA 8013 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?

$1015.11

$1015.00

$1030.45

$985.11

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PRMIA 8013 Summary

Vendor: PRMIA
Product: 8013
Update on: Jul 29, 2025
Questions: 0

Price: $52.5 ~~$149.99~~

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If the continuously compounded risk free rate is 4% per year, and the continuous rate...

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