What is fair value of futures contract on dupont maturing

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1. Dupont current trades for $98.37 per share and the riskless rate of interest is 3.5% per year continuously compounded. What is the fair value of a futures contract on Dupont maturing in one year? (Type just the number to two decimal places in the response box, without commas, dollar signs or percent signs.

2. The S&P500 index currently trades for $1812 per share with a dividend yield of 2.9% per year continuously compounded. The riskless rate of interest is 5.8% per year c.c. What is the fair value of a futures contract on the S&P500 maturing in 9 months? (Type just the number to two decimal places in the response box, without commas, dollar signs or percent signs.

Reference no: EM132045965

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