Which of the following is not an input needed to calculate the number of stock index futures

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Which of the following is not an input needed to calculate the number of stock index futures contracts required to hedge a stock portfolio?

a. The value of the stock portfolio

b. The beta of the stock portfolio

c. The contract value of the index futures contract

d. The initial margin required for each futures contract.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Dec 31, 2023 11:02 AM

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Which of the following is not an input needed to calculate the number of stock index futures

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Fundamentals Of Investments Valuation And Management

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