Question
A fund manages a $0.5 billion equity portfolio with a beta of .65. If the S&P contract multiplier is $250 and the index is currently
A fund manages a $0.5 billion equity portfolio with a beta of .65. If the S&P contract multiplier is $250 and the index is currently at 900, how many contracts should the fund sell to make its overall position market neutral?
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Sustainable Finance And Banking
Authors: Marcel Jeucken
1st Edition
1853837660, 978-1853837661
