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Answer to Question #1421 in Economics of Enterprise for tiger
Question #1421
An investor is short a portfolio of stocks that has volatility and return characteristics similar to that
of the S&P 500. Which of the following strategies would best hedge the market risk of the short
portfolio position?
A) Buy a put option on the S&P 500
B) Write a call option on the S&P 500
C) Take a short position in the S&P 500 futures contract
D) Write a put option and buy a call option on the S&P 500
of the S&P 500. Which of the following strategies would best hedge the market risk of the short
portfolio position?
A) Buy a put option on the S&P 500
B) Write a call option on the S&P 500
C) Take a short position in the S&P 500 futures contract
D) Write a put option and buy a call option on the S&P 500
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