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假设年利率为6%，年指数股息率为1%，6月30日为6月股指期货合约的交割日，4月1日，股票现货指数为1450点，如不考虑交易成本，其6月股指期货合约的理论价格为（　　）点。(小数点后保留两位)

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A、1486.47

B、1537

C、1468.13

D、1457.03

参考答案:

C

股指期货理论价格：F(t，T)=S(t)[1+(r-d) ×(T-t)／365]=1450×[1+(6%-1%)×3／12[Din.1468.13(点)。

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