Question
You form a portfolio which holds 50% of [F] and 50% of [DKNG]. Calculate the beta of this portfolio using the daily returns in [2018]
You form a portfolio which holds 50% of [F] and 50% of [DKNG]. Calculate the beta of this portfolio using the daily returns in [2018] . Use daily returns of SPY to calculate the portfolio beta. Assume the e-mini future price is 5000 and the multiplier is 50. How many futures would you need to sell to fully hedge a $10,000,000 portfolio of the two stocks.
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European Financial Reporting Adapting To A Changing World
Authors: J. Flower
2nd Edition
0333685180, 9780333685181
