n NISM Certifications
XIII NISM Series XIII
Medium

You are interested in creating a perfect hedge for your portfolio. For this you need to sell index futures and the index futures sold should be equal to __________.

Practice question from NISM Series XIII for SIF - Mock Test 9 — bank. The correct answer is highlighted below with a full explanation.

Options

  1. A

    Value of your portfolio + Beta of your portfolio

  2. B

    Value of your portfolio / Beta of your portfolio

  3. Value of your portfolio × Beta of your portfolio

    Correct answer

  4. D

    Value of your portfolio - Beta of your portfolio

A full explanation for this question is being written. In the meantime, the correct answer is highlighted above.

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