Question: Using the portfolio and hedge ratio from the previous question, and assuming the S&P 500 intitial value is 3109.55. What is our portfolio value if

Using the portfolio and hedge ratio from the previous question, and assuming the S&P 500 intitial value is 3109.55.

What is our portfolio value if the market drops 6%?

What is the change in value of our puts?

What is our total profit or loss?

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