Answer is mandatory A company has a $11 million portfolio with a beta of 1.5. Futures contracts on $250 times the index can be traded. The index future price is currently trading at $1100. What is the...


Answer is mandatory<br>A company has a $11 million portfolio<br>with a beta of 1.5. Futures contracts on<br>$250 times the index can be traded. The<br>index future price is currently trading at<br>$1100. What is the minimum variance<br>hedge ratio?<br>O 1.5<br>O 1.0<br>O 4.4<br>

Extracted text: Answer is mandatory A company has a $11 million portfolio with a beta of 1.5. Futures contracts on $250 times the index can be traded. The index future price is currently trading at $1100. What is the minimum variance hedge ratio? O 1.5 O 1.0 O 4.4
A company has a $11 million portfolio<br>with a beta of 1.5. Futures contracts on<br>$250 times the indax can be traded. The<br>index future price is currently trading at<br>$1100. What is the minimum variance<br>hedge ratio?<br>O 1.5<br>O 1.0<br>O 4.4<br>

Extracted text: A company has a $11 million portfolio with a beta of 1.5. Futures contracts on $250 times the indax can be traded. The index future price is currently trading at $1100. What is the minimum variance hedge ratio? O 1.5 O 1.0 O 4.4

Jun 10, 2022
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