微信扫一扫
实时资讯全掌握
|
If the value of a stock portfolio equals 16 times the futures price of the appropriate equity index contract and beta of the equity portfolio and futures price were equal, how many contracts would it take to reduce the beta of the equity index to zero? A. A long position in 4 contracts. B. A short position in 16 contracts. C. A long position in 16 contracts. |