Corporate FInace Assignment/ Professional Essay Writers
May 16th, 2020
Given the following information, What is the overall return % (NET of a long and short position) You manage a $1.5million portfolio You believe alpha >0 and that the market is about to fall, I’m <0.
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Beta = 1.2
Alpha = 2%
Risk-free rate = 2%
S&P 500 (SO) = 1,344
Hedge your exposure by selling S&P 500 futures contracts (S&P multiplier = $250)
a. 4.
b. 3.
c. 2. Get Finance Help Today