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. Suppose a $100 million stock portfolio has a beta of 1.6. If current S&P...

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Finance

. Suppose a $100 million stock portfolio has a beta of 1.6. If current S&P 500 index level is 4000 and the multiplier of the S&P 500 futures contract is $250, how many S&P 500 futures contracts, in what direction, will completely hedge this portfolio?

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