Question
A company has a $25 million portfolio with a beta of 0.8. The futures price for a contract on an index is 1200. Futures contracts
A company has a $25 million portfolio with a beta of 0.8. The futures price for a contract on an index is 1200. Futures contracts on $250 times the index can be traded. What trade is necessary to increase beta to 1.5?
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Trade Ipos Online
Authors: Matthew D. Zito ,Matt Olejarczyk
1st Edition
0471443026, 978-0471443025
