Question
David D. Investor manages an equity portfolio with a market value of $6,000,000. The portfolio beta is 2.3. David D. finds this somewhat overly aggressive
David D. Investor manages an equity portfolio with a market value of $6,000,000. The portfolio beta is 2.3. David D. finds this somewhat overly aggressive for the client's risk profile. The DJIA futures contract is defined as $10 times index and is currently trading at 15029. To reduce the portfolio beta to 1.1 David D. should
Buy / Sell ?
__ DJIA contracts?
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
9th Edition
0814408648, 978-0814408643
