The S&P500 index is currently valued at 2755. What should be

Last updated: 8/2/2022

The S&P500 index is currently valued at 2755. What should be the price (FO) on the futures contract expiring 14 MONTHS from now if the S&P500 has a dividend yield of 1.50%, the rf is 2.25%, and the S&P500 has an expected return of 15.00%? Assume the risk-free rate and yields are annualized, and there are 12 MONTHS per year. 2,741.19 2,763.83 2,779.12 2,729.10 2,751.05