Answer:
I think D would be the best answer you have to have a vision board with all of your goals and mark them off as you a complish those goals.
Explanation:
Answer:
The answer is option (c) Short 34 contracts
Explanation:
Solution:
Given that
The information about the portfolio is as stated below:
The value of the portfolio = $8.5 million
The beta = 1.3
The future contract of S&P price = $1310
The size of contract = 250
Now,
To hedge the risk completely, the desired beta is =0
Thus,
The number of contracts is calculated as follows:
The Number of contract = (desired beta - portfolio beta)*portfolio value/(future price*contract size)
So,
The number of contracts = (0 - 1.3)*8500000/(1310*250) = -34
Then,
The negative sign means it is going short.
Hence,
A total of 340 contracts must be short.
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Answer:
1,3,4
Explanation: Those are the one I would choose.
