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The one-year futures price on a particular stock-index portfolio is 3, 055, the stock inde

The one-year futures price on a particular stock-index portfolio is 3, 055, the stock inde

The one-year futures price on a particular stock-index portfolio is 3, 055, the stock index currently is 3,000, the one-year risk free interest rate is 3.0%, and the year-end dividend that will be paid on a dollar 3,000 investment in the index portfolio is dollar 29. By how much is the contract mispriced?(input the amount as positive value.) the futures price is dollar its "Proper" or parity value.

Abhinav 02-Dec-2019

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