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har han acomcarwawn Athenies when the brengthens unexpectedly 2 pt Question 11 A company has a $72 million portfolio with a beta of 12. The

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har han acomcarwawn Athenies when the brengthens unexpectedly 2 pt Question 11 A company has a $72 million portfolio with a beta of 12. The futures price for a contract on an index is 900. Futures contracts on 5250 times the index can be traded What trade is necessary to increase beta to 1.82 Long 192.contracts Lone contracts Short 192 contracts Short contracts

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