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Index put options are used to provide protection against the value of the portfolio falling below a certain level. Which of the following is true
Index put options are used to provide protection against the value of the portfolio falling below a certain level. Which of the following is true as the beta of the portfolio decreases?
A
None of these.
B
The required options have a higher strike price.
C
The number of options required increases.
D
The cost of hedging increases.
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