Build scenario Pension plan, has exposure to S&P 500 equity index and Intermediate Corporate Bond Index with a 60% and 40% respective split.. should include investments in equity and bonds. Valued on 102 million.

a)Evaluate your companys exposure to risk.

b) Formulate techniques and methods using derivatives to address risk.

c) Structure a derivative management program.

D) Apply option trading strategies as a method of portfolio insurance