Engineering, 15.04.2020 20:17, darrriannn7241

An equity portfolio is worth $100 million with the benchmark of the Dow Jones Industrial Average. The Dow is currently at 20,000, and the corresponding portfolio beta is 0.96. The futures multiplier for the Dow is 10. What is the correct number of contracts and position needed to double the portfolio beta?

Long 300 contracts.
Long 480 contracts.
Short 480 contracts.
Short 320 contracts.

Answers: 3

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An equity portfolio is worth $100 million with the benchmark of the Dow Jones Industrial Average. Th...