Suppose you wish to maintain a portfolio that is exactly 80% in equities and 20% in cash

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Suppose you wish to maintain a portfolio that is exactly 80% in equities and 20% in cash at the end of each quarter. What equity swap structure will enable you to do this?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 11, 2024 09:03 AM

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Suppose you wish to maintain a portfolio that is exactly 80% in equities and 20% in cash

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Begin with an allequity portfolio and add a variable notiona...View the full answer

Derivatives Principles And Practice

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