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day # of ups 0 1 2 3 0 starting value $100 m ahugeob tog wov 92no at b| bivong share price $100 futures price

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day # of ups 0 1 2 3 0 starting value $100 m ahugeob tog wov 92no at b| bivong share price $100 futures price $115.76 8- 8 # of shares one mil. # of futures (h) (short position; in millions) $ in bonds 0 1 portfolio value (g) $105.50 (in millions) share price $92.00 $106.00 futures price $101.43 $116.87 1+1 # of futures 0.27332 (i $ in bonds (f ) (0.50) (parentheses indicate (in millions) negative value) portfolio value (c) (e) $111.29 vollot oth nupe A share price $84.64 $97.52 $112.36 futures price $88.87 $102.40 $117.98 # of futures ( b ) 0.26755 (i) songe ud $ in bonds (a ) (d) ($1.07) 3 insured value $95 m $100 m $110 m (1) share price $77.87 $89.72 $103.37 $119.10 futures price $77.87 $89.72 $103.37 $119.10 $ in bonds $17.13 $10.28 $6.63 (k )

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