Question 4 10 pts You are a Long/Short Hedge Fund manager with $10 million to invest. There are two stocks that you are interested in trading and will hold for 1 year: Beta Alpha Stock A 1.5 3% Stock B 2.0 -4% You want to be 100% long Stock A and 100% short Stock B. You also want to have no Beta exposure. You can use Equity Market futures to hedge Beta, where the Equity Index level is 1,000, the futures multiplier is 250, the risk free rate is 2% and the Beta of the futures is 1.0. Neither the Stocks nor the Futures pay a dividend. If in 1 year the Market is up 20% and all stock returns are in line with the CAPM pricing model and the expected Alpha is realized, show the Gain/Loss on the portfolio of stocks, futures and any cash earning the risk free rate, to arrive at the overall return? Edit View Insert Format Tools Table Paragraph v