NO.PZ2023091802000041
问题如下：
You manage a US equity portfolio with the following characteristics:
Fears of a declining economy prompt you to reduce your market
exposure, and you want to lower your beta to 0.8 for the next six months using
S&P futures. If the 6-month S&P futures is at 2,000 and each contract
is for USD 250 times the index value, which position will reduce your
portfolio’s beta to 0.8?
选项：
A.
Short 12 futures contracts
B.Short 14 futures contracts
C.
Long 12 futures contracts
Long 14 futures contracts
解释：
求此道题目的解析，谢谢！
