You manage a share portfolio currently worth $300m Australian dollars. The beta of this portfolio is 1.15.

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Index put options trade on the S&P/ASX200 index with a strike price of 7200.

Calculate the number of index put options required to fully hedge this share portfolio.

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Fundamentals Of Investing

ISBN: 9780135175217

14th Edition

Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk

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Posted Date: Jun 07, 2023 01:25 AM

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You manage a share portfolio currently worth $300m Australian dollars. The beta of this portfolio is 1.15.

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To calculate the number of index put options required to fully hedge the share portfolio we need to ... View the full answer

Fundamentals Of Investing

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