A pompany has a $11 million portfolio with a beta of 1.5. Futures contracts on $250 times the S&P 500 index can be trad

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answerhappygod
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A pompany has a $11 million portfolio with a beta of 1.5. Futures contracts on $250 times the S&P 500 index can be trad

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A pompany has a $11 million portfolio with a beta of 1.5. Futures contracts on $250 times the S&P 500 index can be traded. The S&P 500 index future price is currently trading at $1100. What trade is necessary to reduce beta to 1.0?A- Long 20 contracts O B- Long 45 contracts Oc- Short 20 contracts D-Short 45 contracts
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