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CAIA Formulas > 7.4 - Portfolio Mgmt, Alpha and Beta > Flashcards

7.4 - Portfolio Mgmt, Alpha and Beta Flashcards

1
Q

Futures notional value for hedging

A

= value of position to be hedged * beta

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2
Q

Number of contracts required to hedge

A

Number of contracts = future contract notional value / (index value * multiplier)

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CAIA Formulas (27 decks)

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