Beta calculation

AFM

Sir, In the calculation of portfolio beta after entering into long position in Nifty future, if question specify on margin requirement on future contracts, is it correct to include margin money along with portfolio value in the denominator? Whether any changes required in the numerator part ? Kindly advise. Video Details ------------- Advanced Financial Management - AFM Derivatives Analysis and Valuation #33. Illustration #8

Venkatesh S

CA Final

★ 2K+

01-Oct-24 20:47

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Answers (1)

Beta & margin

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Sriram Somayajula

Admin

01-Oct-24 20:50