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Some fund managers are trading the dividend difference among the component stocks in S&P500 index. Please discuss how it works in the financial markets. Given

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Some fund managers are trading the dividend difference among the component stocks in S&P500 index. Please discuss how it works in the financial markets. Given the following information, if the trading strategy's profit is $2,000, what should be the dividend yield for the high-dividend portfolio? (Assume all the rates are continuously compounded.) Notation: H is the high-dividend portfolio; SPX is the S&P500 portfolio; CORR is correlation

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