The portfolio held by Elizabeth, a portfolio manager, is riskier than the market portfolio. As...
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Finance
The portfolio held by Elizabeth, a portfolio manager, is riskier than the market portfolio. As such, she intends to hedge her portfolio with Hang Seng Index (HSI) futures. Which of the followings is the least of her concerns regarding the use of HSI futures to hedge her position?
A.Value of her portfolio B.Systematic risk (i.e., beta) of her portfolio C.Volatility of the stock market D.Current level of Hang Seng Index E.Expiry of HSI futures
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