16. A company has long position in a $20 million portfolio with a beta of 1.25. The index is currently at 900 Futures co

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16. A company has long position in a $20 million portfolio with a beta of 1.25. The index is currently at 900 Futures co

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16 A Company Has Long Position In A 20 Million Portfolio With A Beta Of 1 25 The Index Is Currently At 900 Futures Co 1
16 A Company Has Long Position In A 20 Million Portfolio With A Beta Of 1 25 The Index Is Currently At 900 Futures Co 1 (12.88 KiB) Viewed 27 times
16. A company has long position in a $20 million portfolio with a beta of 1.25. The index is currently at 900 Futures contracts on $250 times the index can be traded. What trade is necessary to reduce the portfolio beta a Long: 111 contracts d. Long: 33 contracts b. Short; 31 contracts e Short; 22 contracts Short; 111 contracts c. 17. Futures contract margin accounts are settled for gains and losses a. daily b. weekly c. monthly d. quarterly at maturity
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