Mutual fund tracking-expiration date-strike price-quality

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Reference no: EM13847103

A $1 billion mutual fund tracking the s&p 500 index. The index currently trades at 2000. In order to protect the fund against an index decline beyond 10% in a year. ie, the value of the fund in a year mush be above 900m. What forward or option position would you take. Specify long or short, expiration date, strike price and quality.

Reference no: EM13847103

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