Which of the following are needed to determine the number of stock index futures required to cross-hedge a stock portfolio?I. standard deviation of the stock portfolio II. beta of the stock portfolio III. value of the index futures contract IV. value of the stock portfolio
A. II, III, and IV only
B. I, III, and IV only
C. II and IV only
D. I, II, and III only
E. I and III only
Answer: A
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