Determine the market price of an equity futures trading

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Problem 1: Determine the market price of an equity futures trading at the spot rate of $ 481.3. The market risk free rate is 4.43 percent. The equity share expected divided yield is 1.36 percent. Assume the time to expiry of the futures contract as one month. Assume a 30 day month and a 365 day year.

Problem 2: Determine the production growth rate given the growth rate of production as 6.88 percent and inflation rate as 3.39 percent.

Problem 3: Determine the running yield (percent) for a bond with a coupon interest of 3.55 per year. The coupon payments are made monthly. The face value of the bond is $ 100. The market price of the bond is $ 93.69. Years to maturity is 5.

Reference no: EM132977107

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