10.Suppose that a portfolio is worth 100 million and the S&P 500 is at 2500. The value of the portfolio mirrors the value of the index and each option contract is for 100 times the index. What options should be purchased to provide protection against the value of the portfolio falling below 95 million in one year's time? Suppose now that the portfolio has a beta of 2.0, the risk-free interest rate is 3% per annum, and the dividend yield on both the portfolio and the index is 2% per annum. What options should be purchased to provide protection against the value of the portfolio falling below 95 million in one year's time? 10.Suppose that a portfolio is worth 100 million and the S&P 500 is at 2500. The value of the portfolio mirrors the value of the index and each option contract is for 100 times the index. What options should be purchased to provide protection against the value of the portfolio falling below 95 million in one year's time? Suppose now that the portfolio has a beta of 2.0, the risk-free interest rate is 3% per annum, and the dividend yield on both the portfolio and the index is 2% per annum. What options should be purchased to provide protection against the value of the portfolio falling below 95 million in one year's time