The S&P/ASX200 Spot Contract Is at 4055,and Has a Dividend $-7.01$

question 13

Multiple Choice

The S&P/ASX200 spot contract is at 4055,and has a dividend yield of 8% p.a.The risk-free rate is 7% and the SPI futures price is currently trading at 4058.Given this information,calculate the amount by which the futures contract is mispriced according to the cost-of-carry model.

• A) \( -7.01\)
• B) \( - 3.0\)
• C) \( 3.00 \)
• D) \( 7.01\)

---

Definitions:

Sensation

The process of sensing our environment through touch, taste, sight, sound, and smell.

Glaucoma

A group of eye conditions that can cause blindness by damaging the optic nerve, usually due to high eye pressure.

Sensory Deficit

A reduction or lack of the usual level of one or more of the senses, including sight, hearing, touch, taste, and smell.

Risk for Falls

A condition or situation increasing the likelihood of falling, often assessed in healthcare settings.