Suppose the 180-day S&P 500 futures price is 1,407.32, while the cash price is 1,389.43. What...

Suppose the 180-day S&P 500 futures price is 1,407.32, while the cash price is 1,389.43. What is the implied dividend yield on the S&P 500 if the risk free interest rate is 4.6 percent? (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

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Paste B I U A Merge & Center Format Painter Clipboard A B Font D C E F G Alignment H I J Future price = Spot price * e^(risk free rate - dividend yield) * time factor Future price Risk free rate Cash/Spot price Time factor Dividend yield 1407.32 4.60% 1389.43 0.4932 2.01 Note Dividend yield - risk free rate - log of (Future price /spot price ) / Time factor

jeff jeffy answered 2 hours ago

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