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Question
Which of the following are needed to determine the number of stock index futures required to cross-hedge a stock portfolio?I. standard deviation of the stock portfolio
II. beta of the stock portfolio
III. value of the index futures contract
IV. value of the stock portfolio
A. I and III only
B. II and IV only
C. I, II, and III only
D. II, III, and IV only
E. I, III, and IV only
Answer
This answer is hidden. It contains 16 characters.
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