Description of this paper

The S&P 500 Index price is $925.28 and its annualized dividend yield is 1.40%. LIBOR is 4.2%.

Description

solution


Question

The S&P 500 Index price is $925.28 and its annualized dividend yield is 1.40%. LIBOR is 4.2%. How many futures contracts will you need to hedge a $25 million portfolio with a beta of 0.9 for;one year?

 

Paper#21177 | Written in 18-Jul-2015

Price : $27
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