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Find the optimal stock index futures hedge ratio if the portfolio is worth $2, 400,000, the beta is 1.15 and the S & P 500

Find the optimal stock index futures hedge ratio if the portfolio is worth $2, 400,000, the beta is 1.15 and the S & P 500 futures price is 450.70 with multiplier of 500. a. 10.65 b. 12.25 c. 6123.80 d. 5325.05 e. none of the above

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