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27. You manage of a $100 million stock portfolio with a beta of 075. Given a contract size of $100,000 for a stock index tures

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You manage of a $100 million stock portfolio with a beta of 075. Given a contract size of $100,000 for a stock index tures contact, how many contracts are needed to hedge your portfolio? Assume the beta of the futures contract is 1 fu ?)75 B) 7.5 C) 7500 D) 750 E) 0.75

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