Suppose that a portfolio is worth $832 million and the S&P500 Index is currently at...

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Accounting

Suppose that a portfolio is worth $832 million and the S&P500 Index is currently at 1804. If the value of the portfolio replicates the value of the index (Beta = 1.25), what options should be invested in to provide insurance against the value of the portfolio falling below $800 million in the time period of 1 year?

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