Question
You are an equity fund manager with a portfolio worth $400m. You are very worried that another COVID-19 outbreak is going to cause a further
You are an equity fund manager with a portfolio worth $400m. You are very worried that another COVID-19 outbreak is going to cause a further fall in the Australian share market in the next three months. Explain fully how you would use the futures market to protect your position.
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Quantitative Finance: An Object-Oriented Approach In C++
Authors: Erik Schlogl, Dilip B. Madan
1st Edition
1584884797, 978-1584884798
