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Feedback for ABC fund has a portfolio of $1.5M in equity. In attempt to hedge against market fluctuations they have decided to hedge using mini CME S&P 500 future contracts. Each index contract has a price of $14000 and beta of 1. Calculate number of contracts required to hedge?

The question does not provide any information about the lot size. How do you expect people to solve it?

Location: Quiz B3C08 Using Futures for Hedging

The question does not provide any information about the lot size. How do you expect people to solve it?

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