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Afund manager has a portfolio worth $50 million with a beta of 0.87.The is concerned about the performance of the market over the nexttwo months

Afund manager has a portfolio worth $50 million with a beta of 0.87.The is concerned about the performance of the market over the nexttwo months and plans to use 3- month futures contracts on theS Practice 2: A fund manager has a portfolio worth \( \$ 50 \) million with a beta of \( 0.87 \). The manager is concemed about the performance of the market over the next two months and plans to use 3 2 answers

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