NO.PZ2020012001000039
问题如下：
A company has a portfolio of stocks worth 1 million dollars with a beta of 1.5. An index futures price is currently at 3,000, and each contract is for delivery of 50 times the index.
How can beta be reduced to 0.9? How can it be increased to 1.8?
解释：
To reduce beta to 0.9 the number of contracts that should be shorted is
(1.5 - 0.9) *1,000,000/(50 * 3,000)= 4
To increase beta to 1.8 the number long contracts required is
(1.8 - 1.5) *1,000,000/ (50 * 3,000)= 2
两个式子计算结果不是400和200吗？是我把单位搞错了吗？
