A company has a ¥36 million portfolio with a beta of 1.2. The futures price for a contract on an index is 900. Futures contracts on ¥250 times the index can be traded. What trade is necessary to reduce beta to 0.9?
A、Long 192 contracts
B、Short 192 contracts
C、Long 48 contracts
D、Short 48 contracts
A、Long 192 contracts
B、Short 192 contracts
C、Long 48 contracts
D、Short 48 contracts
金融工程学（双语）
章节列表
1 金融工程概述 Chapter 1 Introduction to Financial Engineering52 远期与期货概述 Chapter 2 Introduction to Forwards and Futures53 远期与期货的定价 Chapter 3 Pricing Forwards and Futures54 运用远期与期货进行套期保值 Chapter 4 Use forwards and futures for hedging55 金融远期与期货合约示例 Chapter 5 Examples of Financial Forwards and Futures Contracts56 互换 Chapter 6 Swap511 期末考试377 期权与期权市场 Chapter 7 Option and Option Markets58 期权价格特性 Chapter 8 Properties of Option Prices69 期权定价 Chapter 9 Option Pricing810 期权的应用 Chapter 10 Applications of Options10