Question
A fund manages a $2.2 billion equity portfolio with a beta of .55. If the S&P contract multiplier is $250 and the index is currently
A fund manages a $2.2 billion equity portfolio with a beta of .55. If the S&P contract multiplier is $250 and the index is currently at 1,000, how many contracts should the fund sell to make its overall position market neutral?
Number of contracts
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Hungary And Other Emerging EU Countries In The Financial Storm From Minor Turbulences To A Global Hurricane Financial And Monetary Policy Studies
Authors: Julia Kiraly
2020th Edition
3030495434, 978-3030495435
