Business, 14.02.2021 14:00 oktacos

You own a portfolio which is valued at $12.0 million and which has a beta of 1.35. You would like to create a riskless portfolio by hedging with S&P 500 futures
contracts. The contract size is $250 times the index level. How many futures
contracts are needed if the current S&P 500 index is 3983?

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You own a portfolio which is valued at $12.0 million and which has a beta of 1.35. You would like t...