题目
The S&P 500 index is trading at 1,025. The S&P 500 pays an expected continuously dividend yield of 1.2% and the current continuously compounded risk-free rate is 2.75%. The price of a 3-month futures contract on the S&P 500 index is closest to:
选项
A.1,028.98
B.1,108.59
C.984.86
D.1,025.00
答案
A
解析
本题如下：「huixue_img/importSubject/1564169524222234624.png」