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Assume that you manage a $2 million portfolio that pays no dividends and has a beta of 125 and in alpha of 25 per month

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Assume that you manage a $2 million portfolio that pays no dividends and has a beta of 125 and in alpha of 25 per month Also, assume that the risk free rate is 0.05% per month and the S&P 500 is at 1300. If you expect the market to fall within the next 30 days, you can hedge your portfolio by S&P 500 futures contracts the futures contract has a multiplier of $250) Mile Choice wangi Selling Dung 0 buying

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