Question: Show all the calculations clearly. Use the information given below to answer Questions 5-7. Market Values (Sm) BMV EMV Long eq Short eq Cash 140
Use the information given below to answer Questions 5-7. Market Values (Sm) BMV EMV Long eq Short eq Cash 140 60 20 100 161 90 21.2 92.2 5) What is the contribution of the short portfolio? a)21% b)-30 % c) 1.2% d) -9.8% e) none of the above 6) What is the underlying return for the Short Portfolio? a)-30 % b) 50% c) -50% d) -8% e) none of the above 7) What is the total return of the portfolio? a)8.2% b)-7.8 % c)15% d)-30 % e) none of the above Use the information given below to answer Questions 5-7. Market Values (Sm) BMV EMV Long eq Short eq Cash 140 60 20 100 161 90 21.2 92.2 5) What is the contribution of the short portfolio? a)21% b)-30 % c) 1.2% d) -9.8% e) none of the above 6) What is the underlying return for the Short Portfolio? a)-30 % b) 50% c) -50% d) -8% e) none of the above 7) What is the total return of the portfolio? a)8.2% b)-7.8 % c)15% d)-30 % e) none of the above
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