Question
A hedge fund has a stock portfolio with Beta = 1.2. To fully hedge it's market risk, it would short 30 Nasdaq QQQ futures. If
A hedge fund has a stock portfolio with Beta = 1.2. To fully hedge it's market risk, it would short 30 Nasdaq QQQ futures. If the hedge fund wants to reduce hedged Beta to 0.80, how many contracts should it short ?
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Gapenskis Understanding Healthcare Financial Management
Authors: George H. Pink, Paula H. Song
8th Edition
1640551093, 978-1640551091
