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(17) Suppose your portfolio has a Beta close to 1, and has a correlation of 0.75 with the S&P 500. You use S&P futures to

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(17) Suppose your portfolio has a Beta close to 1, and has a correlation of 0.75 with the S&P 500. You use S&P futures to fully hedge. Discuss the ending risk you have, taking the stock and futures into account

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