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S&P 500 is now at 2,000. Ignore interest rate (assumeeverything is given in PV terms). Suppose you short a $20Mportfolio with a beta of 0.8.
S&P 500 is now at 2,000. Ignore interest rate (assumeeverything is given in PV terms). Suppose you short a $20Mportfolio with a beta of 0.8. Find the delta of your portfolio.a.8,000 2 answers
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International Money and Finance
Authors: Michael Melvin, Stefan C. Norrbin
8th edition
978-8131234136, 123852471, 978-0123852472
