Western Sydney University DERIVATIVE 200079 2. a. The S&P/ASX 200 Index (ie the physical market) is trading at 7282.304. Price the March 2022 SPI200 futures contract, which has 73 days to expiry, when the continuously compounded risk free rate of return is 2.4693% and the dividend yield on the S&P/ASX 200 Index is 4.75%pa S0=7282.3 ...[Show More]

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