You are managing an equity portfolio with a current market value of $120 million and a beta
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Question:
What is the number of futures contracts, rounded up to the nearest whole number, that will be needed to achieve your objective?
Long or short?
Related Book For
Foundations of Financial Management
ISBN: 978-1259024979
10th Canadian edition
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen, Doug Short, Michael Perretta
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