You manage a $100 million stock portfolio with a beta of .8. Given a contract size of

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You manage a $100 million stock portfolio with a beta of .8. Given a contract size of $100,000 for a stock index futures contract, how many contracts are needed to hedge your portfolio?

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Fundamentals Of Investments

ISBN: 9780072829198

3rd Edition

Authors: Charles J. Corrado

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Question Posted: May 31, 2024 11:00 AM

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You manage a $100 million stock portfolio with a beta of .8. Given a contract size of

Question:

a. 8 b. 80 c. 800 d. 8,000

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Fundamentals Of Investments

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