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Portfolio Position Finance Decision Making Assignment

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Added on: 2023-03-01 06:08:19
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A portfolio manager has a portfolio worth $1B USD. The risk-free rate is r = 1%, and the investment horizon is T = 1 year. Part I: The volatility of returns is ? = .2.

 

a. The following calculations occur,

If the portfolio position is technically "long", should the manager use call options or put options to hedge?

  • Uploaded By : Katthy Wills
  • Posted on : March 01st, 2023
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