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elf_fu elf_fu
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6 years ago
The S&P 500 Index price is $925.28 and its annualized dividend yield is 1.40%. LIBOR is 4.2%. How many futures contracts will you need to hedge a $25 million portfolio with a beta of 0.9 for one year?
A) 105
B) 120
C) 80
D) 95
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Derivatives Markets

Derivatives Markets


Edition: 3rd
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phuongha2892phuongha2892
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6 years ago
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elf_fu Author
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#2
6 years ago
Thank you Heavy Heart
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