5295金融与交易中等数值题short
Overlay Notional for Beta Neutrality 4
题目
A core book has beta 0.9 and notional 200. An index future has beta 1.0. What short futures notional makes the combined beta exposure zero?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A core book has beta 0.9 and notional 200. An index future has beta 1.0. What short futures notional makes the combined beta exposure zero?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案