You manage a $80 million stock portfolio with a beta of 0.91. Given a contract size of $103,000 for a stock index call o

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answerhappygod
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You manage a $80 million stock portfolio with a beta of 0.91. Given a contract size of $103,000 for a stock index call o

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You manage a $80 million stock portfolio with a beta of 0.91.
Given a contract size of $103,000 for a stock index call option
with a delta of 0.72, calculate how many call option contracts you
will need to write to hedge your position.
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