Question
Camelia Marsha Fund Management is holding a Equity Portfolio worth $360 million with a beta of 0.8. This portfolio follows the BSKL Index Futures (FTX10)
Camelia Marsha Fund Management is holding a Equity Portfolio worth $360 million with a beta of 0.8. This portfolio follows the BSKL Index Futures (FTX10) and currently the index is trading at 1,440 points. This Index Futures contract has $250 multiplier. What trade is necessary to increase beta to 1.8? a. Short 800 FTX10 contracts b. Long 800 FTX10 contracts c. Long 1,000 FTX10 contracts d. Short 1,000 FTX10 contracts
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Currency And Finance In Time Of War A Lecture
Authors: Francis Ysidro Edgeworth
1st Edition
1178449807, 9781178449808
