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A portfolio manager is concerned with the stock market heading towards a correction. The manager has a $100 million S&P 500 risk position and decides to hedge his portfolio with the S&P 500 index futures. Currently, the one month ahead S&P 500 index future is priced at 5000, and one S&P index futures contract is valued at $250 multiplied by the index value.
-What position (number and forms of contract) should the fund manager take in order to hedge 60% of his risk position?
-After a month, the S&P 500 drops by 8%; what's the dollar gain/loss from the fund manager's risk and hedging position? What is the net gain/loss for the manager?
-What position should the fund manager take if the beta of the fund manager's risk position is 1.5?
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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