Using the Bloomberg OSA screen, evaluate an insurance and short-range forward position to hedge the futures value of the portfolio you constructed in Exercise 9 (or another portfolio you have constructed with a market value of at least \\($10\) million. Use S\&P 500 spot or futures options (for the short-range forward position, select a call with a higher exercise price than the put's exercise price used to create your floor), and use the price-sensitivity model to determine the number of options. for a guide in loading portfolios and options in OSA. Using the OSA screen, evaluate a call-enhanced strategy. On the OSA screen, input a number of long call contracts to enhanced the portfolio's value if the market increases.

Exercise 9.

Construct your own equity portfolio and then analyze it using PORT and also as an index created using the CIXB screen. Guidelines:
- In constructing your own portfolio, use the Equity Search screen (EQS), the FMAP screen to identify stocks that make up different types of funds, or the SECF screen to identify stocks making up a fund or equity index.
- Make the number of shares for the stocks in your portfolio large enough so that your portfolio's market value is at least \(\$ 10\) million.
- Create historical data for your portfolio. Equity Index Futures and Related Screens" and "Steps for Creating Data in PRTU."
- Import your portfolio in CIXB and create historical data. Equity Index Futures and Related Screens" and "Bloomberg CIXB and OSA Screens."