1. A trader wants to hedge their portfolio, which has a value of 20,00,000 by using S&P 500 futures contracts. The current price of one S&P 500 futures contract is $2,500, and the trader wants to achieve an 80% hedge. How many S&P 500 futures contracts should the trader buy or sell to achieve this hedge?
We need 80% hedging of 20,00,000 value i.e., 16,00,000 Number of contracts = (Value to Hedge) / (Contract Size) Number of contracts = ($16,00,000) / ($2,500) = 640 contracts
I. 2x² - 15x + 27 = 0
II. 2y² - 13y + 20 = 0
I.12a2– 55a + 63 = 0
II. 8b2- 50b + 77 = 0
...I. 27x² + 120x + 77 = 0
II. 56y² + 117y + 36 = 0
(i) 2x² – 12x + 16 = 0
(ii) 2y² – 20y + 48 = 0
I. x² + 3x – 154 = 0
II. y² + 5y – 126 = 0
Quantity I: A vessel contains a mixture of milk and water in the ratio of 7 : 5. If 9 litre of mixture is sold and replaced by same amount of water the...
I. 27x6- 152x3+ 125 = 0
II. 216y6- 91y3+ 8 = 0
I. 2x² - 7x + 3 = 0
II. 8y² - 14y + 5 = 0
A and B are the roots of equation x2 - 13x + k = 0. If A - B = 5, what is the value of k?
I. (y – 5)2 – 9 = 0
II. x2 – 3x + 2 = 0
