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Business, 13.08.2019 05:20 rzybert

Amanager is holding a $1.3 million stock portfolio with a beta of 1.1. she would like to hedge the risk of the portfolio using the s& p 500 stock index futures contract. how many dollars’ worth of the index should she sell in the futures market to minimize the volatility of her position?

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Amanager is holding a $1.3 million stock portfolio with a beta of 1.1. she would like to hedge the r...
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