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The S&P 500 Index is currently at 1,600. You manage a $12 million indexed equity portfolio. The S&P 500 futures contract has a multiplier of $250.
a. If you are temporarily bearish on the stock market, how many contracts should you sell to fully eliminate your exposure over the next six months? Number of contracts 30
b. If T-bills pay 1.5% per six months and the semiannual dividend yield is 1.4%, what is the parity value of the futures price? (Round your answer to 2 decimal places. Do not round intermediate calculations.) Parity value ?
Futures contracts contrast with forward contracts by:
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Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 12.5% and 14.7%, respectively. The beta of A is .7, while that of B is 1.3. The T-bill rate is currently 7%, while the expected rate o..
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Suppose that you have gathered the information from a financial broker who trades on Lusaka Stock exchange about the shares of Lafarge, which is the underlying asset for a futures contract with settlement six months from now. What is the theoretical ..
An electric utility is considering a new power plant in northern Arizona. Calculate the NPV and IRR without mitigation.
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