A fund manages a $4.5 billion equity portfolio with a beta of 0.6. If the S&P contract

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A fund manages a $4.5 billion equity portfolio with a beta of 0.6. If the S&P contract multiplier is $50 and the index is currently at 3,000, how many contracts should the fund sell to make its overall position market neutral?

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ISE Essentials Of Investments

ISBN: 9781265450090

12th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Nov 22, 2023 03:12 AM

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A fund manages a $4.5 billion equity portfolio with a beta of 0.6. If the S&P contract

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Steps to solve 1 Calculate the portfolios current exposure to the market po...View the full answer

ISE Essentials Of Investments

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