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Title: The manager of a blue chip growth stock mutual fund is trying to fully hedge the $650 million ... Post by: elf_fu on Jul 6, 2017 The manager of a blue chip growth stock mutual fund is trying to fully hedge the $650 million portfolio position during the last two months of the calendar year. The current price of the S&P 500 Index futures contract is 1200. If the mutual fund has a beta of 1.24, how many contracts will be needed to hedge the fund?
A) 1,083 B) 3,033 C) 242,963 D) 541,666 Title: Re: The manager of a blue chip growth stock mutual fund is trying to fully hedge the $650 million ... Post by: phuongha2892 on Jul 6, 2017 Content hidden
Title: Re: The manager of a blue chip growth stock mutual fund is trying to fully hedge the $650 million ... Post by: elf_fu on Sep 13, 2017 Thank you :heart:
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