Question
Briefly describe how would you use futures and options to hedge the S&P500 ETF in your portfolio: (1) Long or short S&P500 futures? Why? (2)
Briefly describe how would you use futures and options to hedge the S&P500 ETF in your portfolio: (1) Long or short S&P500 futures? Why? (2) Long or short S&P500 call option? Why? (3) Long or short S&P500 put option? Why?
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
9th Edition
0324656122, 978-0324656121
