Home > Articles > Volume 10 (1992) > Chapter 1 (January 1992) > V.10:1 (35-37): SIDEBAR: MODIFYING RISK AND RETURN WITH S&P 500 FUTURES

V.10:1 (35-37): SIDEBAR: MODIFYING RISK AND RETURN WITH S&P 500 FUTURES

V.10:1 (35-37): SIDEBAR: MODIFYING RISK AND RETURN WITH S&P 500 FUTURES
Item# \V10\C01\SIDEMOD.PDF
$2.95
Availability: In Stock

Product Description

MODIFYING RISK AND RETURN WITH S&P 500 FUTURES

Stock index futures modify risk by altering the portfolio beta and portfolio return by affecting cash balances. Take an example. A $10 million portfolio currently has a beta of 1.2. The manager wants to increase the beta to 1.4. How many S&P 500 contracts should he buy?




FOR THOSE ORDERING ARTICLES SEPARATELY:
*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.



Take Control of Your Trading.
Professional Traders' Starter Kit
All these items shown below only $299.99!
  • 5-year subscription to Technical Analysis of STOCKS & COMMODITIES, The Traders' magazine. (Shipping outside the US is extra. Washington state addresses require sales tax based on your locale.)
  • 5 year access to S&C Archive
  • 5 year access to S&C Digital Edition
  • 5-year subscription to Traders.com Advantage.
  • 5-year subscription to Working Money.
  • Free book selection.
    • Click Here to Order