garp09-p1-9
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GARP.FRM.PQ.P1 Increasing Beta question
A fund manager has a USD 100 million portfolio with a beta of 0.75. The manager has bullish expectations for the next couple of months and plans to use futures contracts on the S&P500 to increase the portfolio´s beta to 1.8. Given the following information, which strategy should the fund manager...- marque
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- beta frm futures garp09-p1-9 official practice question
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- Forum: P1.T3. Financial Markets & Products (30%)