Multiple Choice
You own an equity portfolio that has a value of $10,000 and a beta of 1.2.The futures price per contract is currently $1,000.How many futures contracts do you need to sell to bring your equity portfolio's beta to a value of 1?
A) 0.5
B) 1.0
C) 1.5
D) 2.0
Correct Answer:
Verified
Correct Answer:
Verified
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