This is part of the prompt of an FRM problem,
A portfolio manager for a large-cap growth fund knows he will be receiving a significant cash investment from a client Within the next month and wants to pre-invest the cash using stock index futures.
I don't really understand the prompt, basically...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.