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A market - neutral fund ) strives for very low market risk ( = 0 . 1 8 ) . It believes it can generate
A marketneutral fund strives for very low market risk It believes it can generate per quarter. The of
the underlying portfolio is The riskfree rate is per quarter and the & is currently priced at Emini &
multiplier $
Required:
If the S&P is at the end of quarter, what is the expected return on the portfolio?
Note: Do not round intermediate calculations. Round your answer to decimal places.
Answer is complete but not entirely correct.
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