What is the standard deviation of a position that is long 5, Finance Basics

+44 141 628 6080
[email protected]

What is the standard deviation of a position that is long 5

The correlation between changes in price of a spot asset and futures asset is 99%. The standard deviation of changes in spot prices is $2 and that of futures prices is $3. What is the standard deviation of a position that is long 5 units of the spot asset and is hedged by shorting 4 units of futures?

Request for Solution File

Ask an Expert for Answer!!

Finance Basics: What is the standard deviation of a position that is long 5

Reference No:- TGS0638604

Expected delivery within 24 Hours

Have a Question? (oR Write a Review)

Write atleast 100 words!!

Recent Questions Asked Finance Basics

Q : The body regulates zinc absorption

The body regulates zinc absorption by: The body regulates zinc absorption by:

Q : Draw 2r3r-2-bromo-3-phenylpentane in the conformation from

Draw (2R,3R)-2-bromo-3-phenylpentane in the conformation from which it is most likely to undergo E2 elimination to give 3-phenyl-2-pentene.

Q : What is the opportunity cost of the presidents decision to

What is the opportunity cost of the president's decision to stick with both types of grass?

Q : A mass m 123kg is hanging from a string the string is

A mass, m= 1.23kg is hanging from a string. The string is stretched 0.641m from its natural equlibrium position. If i lift the mass 0.36m and let it go, what will be its maximum velocity

Q : What is the standard deviation of a position that is long 5

What is the standard deviation of a position that is long 5 units of the spot asset and is hedged by shorting 4 units of futures?

Q : Which of the following statements is true regarding zinc

Which of the following statements is true regarding zinc deficiency? Which of the following characteristics is shared by zinc and iron?

Q : A certain weak acid ha has a value of 97times107calculate

A certain weak acid HA, has a value of 9.7×10?7.Calculate the percent ionization of HA in a 0.10 m solution. Calculate the percent ionization of HA in a 0.010 m solution.

Q : A sailboat capsizes a large distance from shore what might

A sailboat capsizes a large distance from shore. What might be done to 1) right the boat and 2) prevent this from occurring again. How would this be accomplished specifically

Q : We have a typical student microscope with a rotating

We have a typical student microscope with a rotating platform that allows the user to select from three objective lenses. calculate the highest and lowest magnitude of the overall angular magnifications available

1938000

Questions
Asked

3,689

Active Tutors

1457240

Questions
Answered

Start Excelling in your courses, Ask a tutor for help and get answers for your problems !!

ask Question

Request for Solution File

Ask an Expert for Answer!!

Finance Basics: What is the standard deviation of a position that is long 5

Reference No:- TGS0638604

Have a Question? (oR Write a Review)

Recent Questions Asked Finance Basics

Q : The body regulates zinc absorption

Q : Draw 2r3r-2-bromo-3-phenylpentane in the conformation from

Q : What is the opportunity cost of the presidents decision to

Q : A mass m 123kg is hanging from a string the string is

Q : What is the standard deviation of a position that is long 5

Q : Which of the following statements is true regarding zinc

Q : A certain weak acid ha has a value of 97times107calculate

Q : A sailboat capsizes a large distance from shore what might

Q : We have a typical student microscope with a rotating

Investigate the cause of the recent werewolf attacks

Describe marxist theory and psychology of addiction

Explain framers decisions in creating the constitution

Federal bureaucracy has to put up with a lot of red tape

What power of recognition when it comes to office president

What right ordinance power give to the president

Analyze leadership of organization during particular event

Request for Solution File

Ask an Expert for Answer!!

Finance Basics: What is the standard deviation of a position that is long 5

Reference No:- TGS0638604

Recent Questions Asked Finance Basics

Q : The body regulates zinc absorption

Q : Draw 2r3r-2-bromo-3-phenylpentane in the conformation from

Q : What is the opportunity cost of the presidents decision to

Q : A mass m 123kg is hanging from a string the string is

Q : What is the standard deviation of a position that is long 5

Q : Which of the following statements is true regarding zinc

Q : A certain weak acid ha has a value of 97times107calculate

Q : A sailboat capsizes a large distance from shore what might

Q : We have a typical student microscope with a rotating

Asked Questions