In the CFAI mock there is a question of valuing a index futures prices… Could someone explain me why they use the formula FP = S * (1+R)t - NB instead of the specific equity valuation one S * e(Rf - D) * t?

I tried to use the last one but I did not get any of the anwsers! and now I do not undestand why they use the first one…

i’d also like to know the answer to this - i’ve seen it a few times now where they just use the normal forward calculation rather than cont. compounding. anyone know why?

The dividend is given as index point over the life of your holding period. You divide the index point by the spot index to get your 145 days dividend yield. Back out the dividend yield from your 145 days risk free rate, then you are good to use the expoential formula.