subject
Engineering, 15.04.2020 20:17 darrriannn7241

An equity portfolio is worth $100 million with the benchmark of the Dow Jones Industrial Average. The Dow is currently at 20,000, and the corresponding portfolio beta is 0.96. The futures multiplier for the Dow is 10. What is the correct number of contracts and position needed to double the portfolio beta?

Long 300 contracts.
Long 480 contracts.
Short 480 contracts.
Short 320 contracts.

ansver
Answers: 3

Another question on Engineering

question
Engineering, 03.07.2019 14:10
Line joining liquid phase with liquid and solid phase mixture is known as: a) liquidus b) solidus c) tie line d) none of the mentioned
Answers: 2
question
Engineering, 03.07.2019 15:10
Heat is added to a piston-cylinder device filled with 2 kg of air to raise its temperature 400 c from an initial temperature of t1 27 cand pressure of pi 1 mpa. the process is isobaric process. find a)-the final pressure p2 b)-the heat transfer to the air.
Answers: 1
question
Engineering, 04.07.2019 18:10
Abrake has a normal braking torque of 2.8 kip in and heat-dissipating cast-iron surfaces whose mass is 40 lbm. suppose a load is brought to rest in 8.0 s from an initial angular speed of 1600 rev/min using the normal braking torque; estimate the temperature rise of the heat dissipating surfaces.
Answers: 3
question
Engineering, 04.07.2019 19:10
Aplate of dimensions 3 m x 3 m is placed 0.37 mm apart from a fixed plate. the plate requires a force of 2n to move at speed of 45 cm/s. evaluate the viscosity of the fluid in between the plates
Answers: 3
You know the right answer?
An equity portfolio is worth $100 million with the benchmark of the Dow Jones Industrial Average. Th...
Questions
question
Mathematics, 28.09.2019 21:30