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Information on your Portfolio Expected dividend yield 0% Index Linked Portfolio Value RM2,000,000 Portfolio Beta 1.15 FBM KLCI Index 1,545.35 Risk-free rate 3% FKLI index
| Information on your Portfolio | |
|---|---|
| Expected dividend yield | 0% |
| Index Linked Portfolio Value | RM2,000,000 |
| Portfolio Beta | 1.15 |
| FBM KLCI Index | 1,545.35 |
| Risk-free rate | 3% |
| FKLI index | 1,540.50 |
Assume the market falls by 15% and FKLI decreases to 1,234.5 after 3 months, what is your gain/loss from your hedging strategy?
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The Dark Side Of Valuation
Authors: Aswath Damodaran
3rd Edition
0134854101, 9780134854106
