Derivatives - 24th Question

AFM

Dear Sir, In Question 24, how 1.5 crore value has arrived in Pgno. 331. Kindly explain.

PG Bhanusree

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28-Aug-26 07:46

Answers (4)

we solve for F by making over all beta of portfolio as 0.85

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Sriram Somayajula

Admin

28-Aug-26 12:43

21000*150*4.761904762 =Current future value*lot size*No of future contracts gone long

pavan kumar

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29-Aug-26 10:06

Here F is in cr

pavan kumar

CA Final

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29-Aug-26 10:09

Thank you sir

Thread Starter

PG Bhanusree

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01-Sep-26 23:17