Question: A fund manager has a portfolio with parameters given below. The manager is concemed about the performance of the market over the next 2 months

A fund manager has a portfolio with parameters given below. The manager is concemed about the performance of the market over the next

2

months and plans to hedge the risk for this period using the nearest E

-

mini future contract on the SA fund manager has a portfolio with parameters given below. The manager is concemed about the performance of the market over the next

2

months and plans to hedge the risk for this period using the nearest E

-

mini future contract on the S

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