Yield Conversions when Valuing Options - Mock 2010

This kind of confused me on the 2010 Mock. For Q8, they calculate the value of the Broad Equity Index forward contract using the correct formula, based on a 365 day year. However, in the question we are given: US Continuously Compounded Six Month (180-day) Annualized Risk Free Rate 5.83% Broad Equity Index Continuously Compounded Annualized Dividend Yield 3.00% In the solution, they use these two rates as if they are equal (in terms of definition). But how can a 180-day annualized rate be equal to an annualized rate ?!?!!? Don’t we need to adjust the Risk Free Rate so it is just the Continuously Compounded Annualized Risk Free Rate? I ended up choosing the wrong answer even tho I calculated it correctly cause I figured since I didn’t adjust the risk free rate my calculation has to be off. lo and behold, i was right. but this really confuses me!