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11. Index put options are used to provide protection against the value of the portfolio falling below a certain level. Which of the following is

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11. Index put options are used to provide protection against the value of the portfolio falling below a certain level. Which of the following is true as the beta of the portfolio increases? A. The cost of hedging increases B. The options require a lower strike price C. The number of options required increases D. All of the above

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