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. Consider the following portfolio and revise it with futures contracts. Stock 8,000,000 Bonds 4,000,000 Cash 2, 000 000 Total 14,000,000 S&P 500 index futures
. Consider the following portfolio and revise it with futures contracts.
Stock 8,000,000
Bonds 4,000,000
Cash 2, 000 000
Total 14,000,000
S&P 500 index futures = 2070 with multiplier of 250. You decide to go short 5 stock futures contracts.
Treasury bonds futures are priced at 162-20. You decide to go long 12 bond futures contracts. T. bond futures are based on $100,000 par value.
Portfolio | Current Weight | Futures Position | Revised Portfolio | Revised Weights | |
Stock=
Stock=
Cash= |
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Total = |
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