How can index futures be used to change the beta of a well-diversified portfolio?

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Options Futures And Other Derivatives

ISBN: 9780136939979

11th Edition

Authors: John C. Hull

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Question Posted: Mar 26, 2024 05:00 AM

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How can index futures be used to change the beta of a well-diversified portfolio?

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Index futures can be used to adjust the beta of a welldiversified portfolio by altering the portfolios exposure to systematic market risk Beta measure...View the full answer

Options Futures And Other Derivatives

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