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1. You manage a stock portfolio worth $3,000,000 that has a beta of 1.25. In order to completely hedge the portfolio, you decide to trade S&P 500 futures contracts. Each contract is worth $250 per index point. How many contracts do you need to buy or sell if the S&P 500 index is currently at 1,500?
2. A pension fund wishes to reduce the beta of its portfolio from 1.2 to 0.5. The portfolio’s market value is $5 million and the quote for the futures price is 2200. The contract has a 250 multiplier. Rounded to the nearest whole number, how many contracts should the pension fund use and should they buy or sell the contracts?
You are cautiously bullish on a stock, currently priced at $10 per share. So, you buy 100 shares at $10 and sell a call option ("write a covered call option") with an exercise price of $12 for which you collect $1.20 per share. Use the CBOE Options V..
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the cost per unit is usually derived from the variable costs and fixed costs incurred by a production process,
Use a two-step tree to value a European call option on the stock with a strike price of $60 that expires in 6 months.
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