On january 1 you sold one march maturity sampp 500 index
On January 1, you sold one March maturity S&P 500 Index futures contract at a futures price of 1,200. If the futures price is 1,250 on February 1, what is your profit? The contract multiplier is $250.
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the current level of the sampp 500 is 1200 the dividend yield on the sampp 500 is 2 the risk-free interest rate is 1
on january 1 you sold one march maturity sampp 500 index futures contract at a futures price of 1200 if the futures
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