Question
A portfolio manager has a $114 million dollar portfolio that tracks the S&P 500. Currently the S&P 500 is trading at $1,052. How will the
A portfolio manager has a $114 million dollar portfolio that tracks the S&P 500. Currently the S&P 500 is trading at $1,052. How will the manager hedge the portfolio using index options?
answer is Buy 1084 put options contracts. My question is how do you know when to sell or buy future contracts and how is it 1084?
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Of Synthetic Finance Three Essays Of Speculative Materialism
Authors: Benjamin Lozano
1st Edition
1138790842, 978-1138790841
