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    Derivatives and Risk Management Study Set 2
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    Exam 9: Futures Arbitrage Strategies
  5. Question
    Selling an Index Futures and Holding an Undiversified Portfolio Would
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Selling an Index Futures and Holding an Undiversified Portfolio Would

Question 19

Question 19

True/False

Selling an index futures and holding an undiversified portfolio would eliminate unsystematic risk.

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