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Suppose the sampp 500 index portfolio pays a dividend yield

Suppose the S&P 500 Index portfolio pays a dividend yield of 2% annually. The index currently is 1,200. The T-bill rate is 3%, and the S&P futures price for delivery in one year is $1,233. Construct an arbitrage strategy to exploit the mispricing and show that your profits one year hence will equal the mispricing in the futures market.

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## Q : Prepare the required adjustments to the trial balance data

part athe trial balance for eureka ltd as at 30 june 2012 before calculation of income tax is as followsnote this is