A fund manages a $1.2 billion equity portfolio with a beta of .6. If the S&P contract

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A fund manages a $1.2 billion equity portfolio with a beta of .6. If the S&P contract multiplier is $250 and the index is currently at 800, how many contracts should the fund sell to make its overall position market neutral? LO.1

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Essentials Of Investments

ISBN: 9780697789945

8th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Question Posted: Jul 26, 2024 02:01 PM

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A fund manages a $1.2 billion equity portfolio with a beta of .6. If the S&P contract

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Essentials Of Investments

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