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- 2011-7-11
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- 2014-8-7
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they are talking about 2 separate things here.
Risk free rate - would apply to a Treasury Bond Futures. So either A or C would apply.
But when they provide Dividends were present in the torn up sheet (or possibly that the dog swallowed) - they would not apply to a Stock Index future - which requires a continuously compounded div. yield. Dividends would apply to an Equity Future only.
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发表于 2011-7-11 19:35
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