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A company is holding a $5 million equity portfolio with a beta of 0.6. It would like to use futures contracts on the ASX 200
A company is holding a $5 million equity portfolio with a beta of 0.6. It would like to use futures contracts on the ASX 200 to hedge its risk. The index is currently standing at 6000, and each contra...
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Research Methods Statistics and Applications
Authors: Kathrynn A. Adams, Eva Marie K. Lawrence
1st edition
1452220182, 978-1452220185
