Question
say you have diversified portfolio of share having current value $200,000 and it is having beta of 1.5 vis a vis NASDAQ COMPOSITE index.one month
say you have diversified portfolio of share having current value $200,000 and it is having beta of 1.5 vis a vis NASDAQ COMPOSITE index.one month nasdaq composit future is trading at $1500 per contract with lot size of 190 shares.calculate hedge ratio to protect downside risk of value of portfolio
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Introduction To Finance Markets, Investments, And Financial Management
Authors: Ronald W Melicher, Edgar Norton
13th Edition
0470128925, 9780470128923
