Korea Derivatives Investment Advisor

Practice session

The current KOSPI 200 index spot price is 350.00 pt. The annualized risk-free interest rate is 4.0%, and the expected dividend yield of the index is 1.0%. Using the discrete cost-of-carry model with simple interest, what is the theoretical futures price (선물 이론가격) for a contract expiring in exactly 6 months (0.5 years)?

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