Question: Can you please show your work and no excel please Problem 20-2 A fund manages a $3.9 billion equity portfolio with a beta of 0.50.

Can you please show your work and no excel please

Problem 20-2 A fund manages a $3.9 billion equity portfolio with a beta of 0.50. If the S&P contract multiplier is $50 and the index is currently at 2,400, how many contracts should the fund sell to make its overall position market neutral? Answer is complete but not entirely correct. Number of contracts 3,600

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